A daily-rebalanced, multi-asset strategy that uses transportation-sector momentum as its risk signal. When risk-on is indicated, it tilts into leveraged Nasdaq/tech exposure with hedges and bond overlays; when risk-off is signaled, it shifts toward safer assets. It’s built as a stack of modules (Bull, Safety, RisingRates, CrashNet) that combine momentum, volatility, and regime checks to decide what mix of ETFs to hold and how to size them.

- It starts by checking a signal from the transportation sector (IYT) relative to the market (e.g., SPY or broad market momentum) to gauge risk appetite. - If risk is ON (market is considered willing to take on risk), it invests in aggressive, sometimes leveraged ETF positions such as Nasdaq/tech-focused options (e.g., TQQQ for Nasdaq exposure, SPXL as a broader large-cap leverage, with side-mods to keep position drift in check). It also uses hedges like UVXY as a short-term volatility buffer in some paths. A separate block (G-Module FTLT/Bull/Bonds x RisingRatesMod x BetaBaller) implies an overlay that combines bond-like instruments with rate-sensitive or defensive adjustments when certain signals fire. - If risk is OFF (risk-off regime), the system shifts toward safer assets (e.g., Treasuries, cash-like positions) and reduces aggressive equity exposure. The model includes checks against long-term and short-term price trends, moving averages, and momentum to decide how to tilt the balance between risk-on and risk-off assets. - The structure uses multiple windows and indicators (e.g., 10–14 day momentum, 21–126 day trends, 200+ day baselines) to avoid overreacting to a single data point. RSI-like momentum thresholds and price relationships are used to decide entry/exit timing for various components. - There are layers that group assets into tactics like “Bull” (risk-on growth tilt), “Safety Town” (defensive stance), and “Crash Net” (an ultra-protective wrapper during stress). - The weights are not simple one-asset bets; they appear as layered cash allocations and conditional selections (wt-cash-equal, wt-inverse-vol, etc.) that determine how much of each bucket (e.g., UVXY hedge, IYT signal, TQQQ exposure, bonds) is sized in the portfolio. - Rebalance frequency is daily, but many checks use rolling windows (days) to smooth decisions and avoid over-trading. In short: the strategy watches a network of momentum, volatility, and regime signals, decides if the market environment supports risk-taking, and then builds a blended, dynamic, multi-asset portfolio with both leverage and hedges, designed to perform in favorable regimes while carrying fallback defensive structures for downturns.

Out-of-sample, this strategy delivers ~30.48% annual return with ~1.12 Sharpe and a low beta (~0.30), using dynamic hedges and risk-on/risk-off shifts to outperform the S&P 500 on risk-adjusted grounds.