A daily-rebalanced, regime-driven mix of hedged, levered stock bets (tech/semis), bond exposure, and hedges, switching between risk-on tech bets in bull markets and safer bonds in bear markets, with short-term momentum screens to emphasize the top performers and a built-in downside hedge.

This strategy rebalances every day between a mix of leveraged stock bets and bond protections, guided by simple trend checks. If the market (tracked by SPY) is in an uptrend (price above its 200-day average), it tilts toward high-upside bets on technology and semiconductors using 3x leveraged ETFs (TECL, TQQQ, SOXL) plus a Treasury bull (TMF) and a hedging position (PHDG) for protection. If the market looks weak (SPY below its 200-day average), it shifts toward bonds (TLT) to dampen risk. It then looks at how bonds are behaving (TLT against its own 150-day average). If bonds look healthy, it may stay in the higher-risk tilt; if bonds are weak, it shifts into a defensive mix that can include additional levered or inverse positions (TMV, UPRO-style bets replaced by the tech/semis trio, MOAT, BRK/B, USMV) and selects the top performer(s) based on short-term returns to overweight by a larger share. Cash-like assets (BIL) are used to balance and keep a practical liquidity baseline. In short: the model tries to ride markets with amplified upside during strong regimes while applying hedges and safer assets during downturns, rebalanced daily to adapt to changing conditions.

Out-of-sample return ~29% vs SPY ~23%; levered tech bets with regime hedges seek bigger upside, with bonds hedging declines. Expect higher drawdowns (~34% vs ~19%), but stronger long-run potential (Calmar ~0.84).