A two-regime, leverage-adjusting strategy using canary signals, RSI extremes, and safe-haven momentum to tilt between levered equity bets (TQQQ/UPRO), a levered treasury hedge (TMF), volatility exposure (UVXY), and a momentum-driven safe-haven basket.

- The system starts with full exposure to the proposed assets, then decides between two regimes based on bond performance. If bonds favor a risk-on/off regime (Main Canary Off), it uses a trend test on VWO to tilt toward TQQQ (risk-on) or toward UPRO/TMF (risk-off). If bonds don’t show favorable performance (Main Canary On), it uses RSI signals on SPY: high RSI (>75) triggers UVXY (volatility hedge); low RSI (<30) triggers UPRO (short-term rebound exposure); otherwise it selects 3 top “safe haven momentum” assets from a pool (USD, Treasuries, commodities, gold, oil, utilities) based on 30-day momentum. The result is a dynamic, levered-yield strategy that attempts to adapt to regime shifts while providing hedges during stress.

Dynamic, regime-aware levered strategy designed to beat the S&P 500. Out-of-sample annualized return ~29% vs SPY ~19%, with multi-asset hedges and regime canaries. Higher drawdowns are possible, but diversification targets resilience across markets.