A regime-based, leveraged tactical strategy that selects one or two asset bets (often levered ETFs) using momentum and trend signals to navigate inflation regimes and market direction, with cash-equal or tilted allocations and no fixed rebalancing schedule.

The model first assigns the current market context into one of four regimes (bull/bear with high or normal inflation). Within that regime, it runs a sub-strategy to pick one main asset (often a levered equity ETF like QLD or a hedging/inverse option like QID, plus bond proxies). It ranks candidates by momentum (RSI) over a short window, checks price trends against moving averages, and compares recent performance to confirm the choice. It then allocates 100% of capital to the selected asset (or tilts 60/40 in some branches) with no automatic rebalancing unless the regime logic triggers a change. The goal is to exploit regime-appropriate moves with amplified exposure while attempting to avoid false signals via multiple filters. Note: levered ETFs magnify both gains and losses, so this is a high-risk, high-variance approach.

Regime-aware, leveraged strategy that aims to ride inflation regimes. Out-of-sample annualized return ~39% vs S&P 500 ~24%, with higher drawdowns (~37% vs ~19%). Higher upside potential with regime filters and selective hedges.