A rule-based, regime-driven tilt between volatility hedges, levered tech bets, broad equities, and cash, triggered by short-term momentum and long-term trend signals across SPY/QQQ and related proxies.

What it does in plain language: 1) Start with cash. The system normally keeps the portfolio in cash unless a signal fires. 2) If momentum is very extreme on broad market proxies (think: the market looks overheated using a short-term momentum rule), it puts the entire position into UVXY (a volatility ETF) as a hedge/bad-news bet. 3) The decision chain also tests a slew of related momentum signals on SPY, QQQ, and other proxies. If those cross thresholds, UVXY can be chosen as the asset to hold. 4) If the market isn’t signaling a volatility spike, it looks at a longer trend signal for QQQ (is the price below its long-term 400-day average?). If yes, it tilts into ultra-levered tech/semiconductors (TQQQ, TECL, SOXL) or related leveraged bets to try to catch a rebound, sometimes including SVXY as part of the pool. 5) If even that path isn’t triggered, it defaults to broad exposure like QQQ; as a last resort, it may favor RWM (a way to reduce small-cap exposure). 6) Rebalancing is not regular; changes happen when a signal fires and, in any case, weights tend to be full allocations to the chosen asset (100/100 when a branch fires). 7) The whole framework uses a ladder of RSI thresholds (often around 79–80) and moving-average relationships to define regimes, with a heavy tilt toward volatility hedges and levered tech in certain regimes and toward broad exposure or hedges in others. The net effect is a rapid, signal-driven rotation between volatility hedges, levered tech bets, broad equity, and small-cap deflation hedges, with a cash anchor and limited rebalancing.

Out-of-sample, this regime-driven strategy outperforms SPY on risk-adjusted terms: ~74% annualized return vs ~17%, Sharpe ~1.16 vs ~1.0, Calmar ~2.0. It uses volatility hedges and leveraged tech to capture upside, with a ~37% max drawdown.