A highly layered, rule-based hedged equity strategy that switches among core long/levered bets and a suite of volatility and other hedges (UVXY, QQQ/SPY, UUP, GLD, BND, TMF, etc.) using momentum/volatility indicators to target different market regimes. It blends bear/neutral/seasonal paths to manage risk while pursuing upside via levered QQQ exposures in favorable regimes.

- The system is a decision-tree based portfolio engine. It doesn’t just buy a fixed mix; it checks a variety of conditions to decide what to hold and how much to weigh each piece. - Core logic uses momentum and volatility measures to decide if markets look favorable or risky. Typical checks include: comparing current price against moving averages, looking at how fast prices have gone up or down (drawdowns), and measuring price momentum against recent price changes. - Signals often use RSI-style thresholds and moving-average comparisons with lookback windows like 10, 20, or 60 days. If a signal is true, a group of assets is activated and given a weight. If not, the engine moves to other branches. - The assets fall into several families: core equity exposures (SPY, QQQ, levered plays like TQQQ and SPXL), hedges that rise in volatility (UVXY for fear spikes; SVXY as a short-vol proxy), currency/commodity/treasury hedges (UUP for dollar strength, GLD for gold, BND for broad bonds, TMF for long Treasuries, TIP for TIPS exposure, UBT? not present here), and international or alternative tilts (VEA, XLP, VE A, BIL, etc.). - Weights are specified at many nodes (e.g., 85/15, 100/0, etc.), sometimes nested inside sub-groups. This creates layered exposure: a main hedge/long allocation plus additional hedges and optional alternative bets. - There are named “paths” or regimes (e.g., Core 1/2/3 Hedged QQQ, Bear Market Strategy, OnSeason variants) that tailor the mix to different market environments. - The end result is a dynamically adjusted mix of long equities, levered bets, hedges against volatility, and defensive bonds/currencies based on a matrix of signals. - Important caveat: the strategy is extremely complex and relies on many interdependent rules. In practice, you’d want to backtest extensively and understand drawdowns, turnover, and costs before using it with real money.

Out-of-sample: ~58% annualized return vs ~27% for the S&P, with positive alpha and Calmar ~3.12. Regime-aware hedging drives strong upside with solid risk-adjusted gains; note higher drawdowns in crises.