A daily, regime-switching, multi-asset strategy that blends cash, hedges, and selective leverage using momentum and volatility signals to capture uptrends while defending against turbulence.

A daily-regime, multi-asset model. It begins with cash (proxy: BIL) and applies a series of momentum/volatility checks on a broad ETF set (TQQQ, BTAL, VIXY, EMs, Treasuries, etc.). If signals indicate a strong uptrend, it tilts toward risk assets; if volatility or drawdown signals warn, it shifts toward hedges or cash. Three regimes drive rules: huge volatility, normal market, and uptrend; each has its own weighted asset mix. RSI, moving averages, cumulative returns, and drawdown/volatility tests govern when and how much to allocate to each group. Rebalance occurs daily.

Out-of-sample edge: Sharpe 2.02 (vs S&P 1.31), Calmar 4.21, annualized return 153% (vs 22%). While max drawdown is higher (36% vs 19%), the strategy uses regime-switching, hedges, and cash to boost risk-adjusted returns and capture upside.