A daily-regime-switching, multi-asset strategy using a large decision-tree (KMLM Switcher) with RSI/MA/volatility signals to tilt among leveraged equity bets, volatility hedges, and bonds. Highly aggressive, complex, and risky.

The system runs every day and travels down a long decision tree. Each branch tests a menu of indicators (like RSI, moving averages, volatility gauges) across many assets. The final step picks a group of assets to fund with a flat weight, typically 100% into that group, and you’re rebalanced daily. Think of it as a programmable switchboard that chooses one of many thematic portfolios (e.g., main base, volatility-heavy, bond-heavy, risk-off) based on current signals, then implements that portfolio by buying/selling a bundle of levered ETFs. The names you see (e.g., Risk-On Volatility Spike Test, VIXM, Volmageddon, Bond Mid-term < Long-term) are simply labels for the regime-specific portfolios that the tree can select. It uses a lot of short-horizon signals and levered assets to achieve sharp moves, not a steady, low-volatility strategy. Important: this is a high-risk approach intended for experienced investors who understand levered ETFs and the dangers of daily rebalancing.

Out-of-sample: ~52% annualized vs SPY ~29%; Calmar ~3 signals strong risk-adjusted edge. A daily regime-switching, multi-asset tilting engine targets bigger upside with hedges, delivering higher long-run growth than the S&P 500 despite larger drawdowns.