A regime-switching, multi-asset momentum strategy that rotates among stock, levered stock, bonds, volatility, and commodities using price vs. moving averages and RSI signals to select assets and set weights. It aims to ride uptrends, hedge in downtrends, and diversify across energy/commodities, with many independent modules feeding into a final portfolio.

- The model checks if the market is in an uptrend by comparing SPY price to its 200-day average. If yes, it runs several stock/leveraged modules and volatility hedges to build a growth-oriented but risk-managed portfolio. - If SPY is not above its 200-day average, it shifts toward the Bear Market Strategy, favoring hedges, defensive bonds, and downside-leaning or protective positions. - Within each module, it uses signals like RSI (momentum), moving-average comparisons, and cumulative returns to decide which assets to include. - Some modules pick the top 1–2 assets by a ranking (top filter) to keep things focused; many other parts simply allocate a full weight to a chosen asset with a simple cash rule overlay. - The overall portfolio is an aggregation of many modules, each with its own weight, creating a diversified, regime-aware allocation that blends equities, levers, bonds, volatility, and commodities. - Risk management is embedded via cash allocations, corridor/rebalance rules, and a mix of defensive vs. offensive signals.

Out-of-sample edge: ~26% annualized return vs SPY’s ~20%, Calmar ~1.40, drawdowns ~18.6%—comparable to SPY—plus broad diversification across stocks, bonds, volatility, and commodities to ride uptrends and hedge downturns.