Complex, regime-based all-weather framework rotating among stocks, bonds, sectors, and VIX hedges with multi-signal filters and dynamic weighting.

- The system scans for market regime signals (inflation/deflation climates, VIX-based risk cues, dollar pressure, momentum trends). - Depending on the regime, it selects a basket of ETFs (stocks, bonds, sectors) and a set of hedges. - Ticker selection uses momentum and strength screens (relative strength, moving-average crossovers, and mean-reversion checks) to pick the strongest/subset of candidates. - It assigns dynamic weights to the chosen assets (often small, diversified positions with occasional larger hedge bets) and may tilt heavily into hedges when risk spikes. - The process runs with daily cadence, rebalancing to reflect the current regime signals and signal-driven filters. - The code-like structure shows many nested “if” logic branches that govern which assets get included and how much weight they receive under different conditions.

Out-of-sample edge: ~158% annualized return vs SPY's ~9%. A regime-based, multi-asset strategy that rotates stocks, bonds, sectors, and hedges to pursue higher growth while actively managing risk—something the S&P 500 alone can't deliver.