A daily, regime-driven, multi-asset, leveraged-ETF framework that switches between bull, bear, and sideways modes using momentum and trend signals, with volatility/defense hedges and a bond sleeve for risk control.

In plain language, this strategy runs every trading day and asks, in order: (1) What is the market mood today? Is it a strong uptrend (bull), a likely downturn (bear), or a choppy/sideways environment? It determines the regime using simple trend and momentum checks (price against moving averages and momentum measures over short windows, with thresholds that flag very strong or very weak momentum). (2) Based on the regime, it chooses a subset of ETFs that historically perform well in that regime. In a bull mood, the system favors leveraged stock/tech exposure (examples include TQQQ, TECL, SOXL) and allocates most of the cash there, with a smaller hedge like SVXY. In bear mood, it shifts toward hedges and inverse/defensive exposure (such as SQQQ, PSQ, UP RO’s inverse/defensive peers, and some bond-like or low-volatility assets). In sideways or risk-off conditions, it moves toward bonds and protective instruments (e.g., SHY, SHV, BSV, SCHO, BND) and may reduce stock-bias. (3) Within each regime, it ranks candidate assets by momentum or return over a chosen window (for example, “top 3” assets by moving-average return over 21 or 15 days) and then allocates cash across them, with weights shown in the rules (e.g., 67/100 to the top picks and 33/100 to a hedge such as SVXY). (4) It also embeds more specialized sub-strategies such as “Black Swan Catchers” for sudden volatility spikes (using UVXY/VIX-related assets) and “Buy the Dip” signals that attempt opportunistic entries when certain downside-limiting conditions are met. A second, related pillar is a Bond-focused module (TMF, TMF-like and other bond ETFs) that uses its own RSI/momentum checks to decide when to overweight or keep exposure to longer-duration Treasuries. (5) The overall plan is to rebalance daily, adjusting exposures, and aiming to maintain diversified sources of return while trying to protect against sharp downturns through hedges and volatility-aware choices. Important caveat: the mix includes many leveraged and volatility-linked ETFs, which can magnify gains but also losses and are not suitable for all investors.

Out-of-sample, this daily regime-based strategy targets ~19.3% annualized return with Calmar ~0.93, using hedges and bond exposure to diversify and manage risk—offering competitive risk-adjusted performance vs. the S&P 500.