A daily, rule-based tactical strategy that rotates among leveraged stock bets, sector and commodity proxies, and hedges, using momentum and price signals plus a layered KMLM-based switcher to decide when to lean into aggressive bets or protective positions.

- The system rebalances every day. It evaluates multiple decision branches (inner nodes) that compute indicators on a large set of ETF tickers. - Indicators include momentum-like measures (RSI-style rules), price vs moving averages, and relative strength between competing assets. - On a given branch, it selects a subset of assets (often the top 2) using a moving-average return screen and sorts assets by that signal. - It then allocates cash among those assets (cash-equal or cash-specified), assigning weights (often expressed as fractions of 100). - In parallel, the model defines market regimes (Bear Market, Choppy/Sideways, Metals Contrarian, etc.) and assigns different asset baskets to each regime. - Special sub-strategies exist, notably the NOVA | (TQQQ) Simons KMLM switcher, which uses a layered set of RSI thresholds across several indices and a long list of assets to decide whether to favor aggressive leveraged bets or switches to hedges/defensive positions. - The final portfolio blends equities, sectors, commodities, and fixed income/volatility hedges to achieve diversification and aim for upside capture in favorable regimes while attempting to limit losses in downturns. - Expect high turnover, explicit leverage in favorable periods, and a strong emphasis on regime-aware rotation rather than static exposure.

Out-of-sample annualized return about 55.8% vs SPY's 12.6%, with Sharpe ~1.83 (vs 1.01) and Calmar ~6.34. A daily, regime-aware cross-asset strategy that uses leverage in rallies and hedges in drawdowns for superior risk-adjusted upside vs the S&P 500.