A daily-regime, rule-based allocation that toggles between a Bullish Frontrunner basket (growth/tech tilt) and a Bearish hedged basket (inverse, volatility, and defensive exposures), using RSI and price-mersistence checks to pick and weight a set of ETFs. It’s a high-turnover, leverage-ready tactical strategy.

- Each day, the model decides whether to run a Bullish Frontrunner path or a Bearish defensive path based on momentum signals (notably a 10-day RSI on major indices and price relationships). - If conditions point to a strong, up-trending market, it favors a Bullish basket centered on tech/broad-market exposure (QQQ, SPY, and levered plays like TQQQ and SPXL, plus related long-momentum assets). - If conditions indicate risk or a weak/mixed regime, it shifts to a Bearish/hedged basket that uses inverse/leveraged-inverse ETFs (PSQ, SQQQ), volatility proxies (UVXY), and defensive/bond-like exposures to reduce risk. - Within the chosen basket, assets are sized roughly equally (100/100 per active asset) to keep diversifier impact balanced. - The process is re-run and the weights adjusted daily, so the portfolio composition changes as signals change. Leveraged and hedging instruments increase both potential upside and downside risk, so this strategy suits a sophisticated investor comfortable with rapid shifts and higher volatility.

Out-of-sample regime-switching strategy with daily rebalancing offers higher risk-adjusted upside vs the S&P: ~45% OOS annualized return, Calmar ~1.91, Sharpe ~1.07, using dynamic hedges to boost bull markets and limit drawdowns.