A daily-rebalanced, rules-based, multi-asset strategy that blends momentum, mean-reversion, and hedging. It rotates among leveraged tech/equity bets, bonds, volatility proxies, and cash, using many nested signals to chase upside while trying to limit drawdowns.

What this strategy does, in plain language: - It watches a large mix of asset types (stocks, bonds, volatility proxies, and some commodity/alternative-like funds) and uses a lot of short, rule-based checks to decide where to put money each day. - Some parts look for momentum (assets that have risen recently and may continue to rise). Other parts look for mean reversion (things that have stretched too far and may come back). - Depending on what signals line up, the strategy allocates capital to certain assets (including several 2x/3x leveraged ETFs for growth potential) and allocates cash to others. It also includes hedges that can move money into bonds, short-term Treasuries, gold proxies, and volatility-related funds when risk appears to be rising. - A large portion of the portfolio is kept in cash or cash-like positions (the blocks show explicit “cash-equal” and “cash-specified” steps) to maintain liquidity and limit drawdowns when signals are uncertain. - The system rebalances daily, so the mix can shift frequently as new signals come in. The intent is to pursue upside in favorable regimes (growth and momentum in equities and growth-oriented sectors) while leaning on hedges to dampen losses in volatile or risk-off environments. - The construction uses many nested decision blocks (if-else trees) to surface a smaller set of assets that look most favorable at any moment, mixing both traditional assets (SPY, QQQ, TLT, BND) and specialized or less mainstream vehicles (UVXY, SVXY, BTAL, TQQQ, TECL, SOXL, PSQ, SVXY, VIX-related funds) for diversification and risk management.

Out-of-sample edge: ~34.6% annualized return vs SPY’s ~20.7%, with Calmar ~1.44. Daily, rules-based momentum, hedging, and cash tilts target higher growth while actively managing risk against the S&P 500.