A daily, multi-basket, rule-based system that uses momentum, trend, and volatility signals across a broad ETF universe (including leveraged/inverse funds) to tilt between risk-on assets (e.g., 3x tech/QQQ-related funds) and risk-off defenses (bonds, gold, UVXY/SQQQ, TMV/TMF), with explicit regime-based logic and strict selection (1 asset per group, weight 100/100). It aims to grow in uptrends while protecting during downturns via regime-aware rotations and volatility hedges.

- What it tries to do: aim for growth in rising markets while protecting capital in downturns by switching among a large set of ETFs (including leveraged and inverse funds) and a collection of safe-haven assets. - How signals are generated: it uses momentum and price-based signals such as RSI thresholds, moving-average comparisons, and exponential moving-average cross-checks across various lookback windows. These signals help rank assets (top/bottom) within groups and pick a single asset (or a very small number) for investment. - How baskets are built: assets are organized into thematic groups (for example, overbought conditions on the S&P 500, bear/bull tilt baskets, defensive baskets). Each group selects the strongest candidate (often 1) with a fixed weight (usually 100/100, i.e., full allocation to that choice) when the group’s rules are met. - How risk-off works: there are dedicated “Defense” and “Bear” baskets that include short- or inverse-ETFs, long-duration treasury bears, gold, and cash-like funds. When signals indicate risk-off, the engine pivots toward these defensive baskets. - How volatility is used: volatility products (UVXY, VIXY) are employed to capture spikes in fear, acting as hedges or directional bets during stressed markets. - How macro signals are integrated: there are regime-based branches (e.g., “Overbought S&P,” “Extremely oversold,” “Bear Market – High Inflation,” “Defense” scenarios) that drive which basket(s) to activate and which assets to prioritize. - What is not: this is not intended as a single-indicator play. It’s a layered framework whose rules interlock RSI, moving averages, and price trends across a wide ETF universe, designed for daily rebalancing and backtestable starting in 2012.

Regime-aware, daily-rebalanced strategy that seeks strong upside with built-in hedges. Out-of-sample annualized return ~46% vs SPY ~22%, Calmar ~0.95, but larger drawdowns (~49%)—a compelling risk-adjusted edge for long-term investors.