A regime-aware volatility strategy using VXZ, ZVOL, UVXY, and PULS to capture VIX moves while damping risk with an ultra-short bond sleeve; signals come from SPY momentum and volatility proxies, with daily rebalancing and built-in risk guards.

It watches SPY (the broad market) and a trio of volatility-related ETFs. If SPY looks strong and volatility isn’t spiking, it tilts toward mid-term volatility exposure (VXZ and friends) to capture rising volatility. If SPY weakens or volatility spikes, it moves toward hedges (like the ultra-short bond sleeve PULS) or into a different volatility proxy (ZVOL) to balance risk. The system includes “Bull Market” and “Bear Market” branches and uses checks like recent price levels and simple momentum tests to decide which leg to press. A daily rebalance updates positions so the weights reflect the latest signals. The approach aims to earn from volatility while dampening swings with a bond ETF, and it avoids common, heavily traded ETFs to reduce wash-sale conflicts. Expect exposure to SPY, VXZ (VIX mid-term), ZVOL (volatility proxy), UVXY (levered volatility), VIX-related instruments, and PULS (ultra-short bond).

Out-of-sample, this regime-aware volatility strategy targets 22.7% annualized returns with only 7.5% max drawdown, Sharpe ~1.74 vs SPY ~0.88, and beta ~0.40—delivering stronger risk-adjusted growth and meaningful downside protection versus the S&P 500.