A regime-aware, momentum-driven, daily-rebalanced strategy that toggles between aggressive equity bets and defensive/volatility plays using a long list of ETFs. It differentiates inflation regimes and bull/bear conditions, uses RSI and moving-average momentum to pick assets (often allocating 100% to a single top pick), and combines levered/inverse exposures with bond proxies for risk management. Backtested from 2011 with options to isolate pre-COVID data. Overall, it aims to ride favorable regimes while hedging or profiting from volatility and bond moves during downturns, at the cost of significant complexity and leverage risk.

What this strategy does (in plain English): - It treats the market as having different regimes (for example, normal inflation and high inflation, plus bear or bull market conditions). - Each regime has its own little playbook of bets, using a long list of ETFs and leveraged/inverse ETFs to capture either strong stock rallies or protective moves when risk rises. - Inside each regime are many decision steps that look at momentum and trend signals (roughly: is an asset’s price going up or down, is it stronger than a benchmark, is it overburchased or oversold). The main signals are RSI for momentum, moving-average relationships to gauge trend, and a couple of momentum comparisons like cumulative returns over recent days versus longer-term returns. - When a regime’s rules say “go long,” the strategy tends to put all capital into one or a couple of assets (weighting shown as 100/100, i.e., full allocation to the chosen asset). In other branches, it may pick the top asset by momentum and allocate there; in bear overlays it may buy volatility (UVXY) or short QQQ proxies (QID, SQQQ, PSQ) to profit from down moves or rising volatility. - It uses daily rebalancing, so the bets can switch quickly as signals change. It also contains explicit backtest notes (e.g., including current bear market, and a separate pre-COVID window) to illustrate how results shift with data period. - The overall aim is to ride stocks in favorable inflation/monetary regimes while protecting or profiting from volatility and bond moves when regime signals flip. The net effect is a sophisticated, regime-aware tug-of-war between aggressive equity bets and defensive hedges, guided by momentum and trend signals rather than a single fixed rule. For a layperson: think of it as a very detailed “if-then” map that chooses among a big menu of bets every day, trying to pick the best mix for the current inflation and market mood, while constantly switching between riskier bets and safer ones based on how markets have been behaving recently.

Regime-aware momentum strategy aims to outperform SPY by capturing inflation-driven regimes with diversified bets, delivering ~22.6% annualized return vs SPY's ~23.3%, plus daily adaptability and multi-asset hedging as a complementary core.