A regime-aware, momentum-driven, multi-asset strategy that cycles between aggressive leveraged tech bets and volatility/defensive hedges, using RSI and moving-average momentum signals across a broad ETF universe. No routine rebalance; weights shift with signals, new blocks drive asset selection, and a dividend/bond sleeve provides ballast. Expect rapid, leverage-rich shifts between risk-on and risk-off, with the potential for large gains in trends and sizable drawdowns in whipsaw markets.

- The system starts with a fully invested stance (cash-equal base, 100/100) and looks for the best asset to hold in each block based on momentum signals. - Momentum signals are expressed through indicators like moving-average momentum and relative strength (RSI-like checks) across a broad universe of ETFs, including highly leveraged tech plays (like TECL, SOXL, TQQQ, SPXL, QLD), broad market funds (QQQ, SPY), volatility proxies (UVXY, VIXY, VIXM), bonds (TLT, TMF, BND, SHY, IEF, EDV, STIP, VTIP), commodities (DBC, UCO), dividends (SCHD, DGRO), and other hedges (BTAL, UUP, EPI, EWZ, etc.). - The strategy is organized into blocks that represent market regimes (Bullish, Bearish, Risk ON/OFF, Defense, etc.). Each block uses a mix of signals to pick the asset(s) with the strongest momentum and/or most favorable risk profile according to the rules (e.g., “top/bottom” selections, moving-average filters, cumulative returns). - In many sub-blocks you’ll see 100/100 weight assignments to a single asset, effectively selecting a single best asset for that sub-block. In other sub-blocks, assets are weighted to diversify (e.g., 68/32 or 30/70 splits) to balance risk. - The portfolio often incorporates a dividend sleeve (SCHD, DGRO) and a bond sleeve (TLT, IEF, EDV, SHY) for ballast, especially in risk-off scenarios. - Rebalancing is not automatic on a schedule; instead, exposure changes are driven by the nested signals. The corridor width and “rebalance: none” indicate any adjustments would be minimal and only triggered by the model’s signals, not by a periodic rebalance routine. - Overall, the strategy aims to ride momentum in aggressive, high-m-beta sectors (notably tech) when conditions are favorable, while hedging with volatility and defensive assets as conditions deteriorate. It also tries to cushion drawdowns with dividend and bond exposures. It’s an extremely intricate, regime-aware framework that can swing between highly leveraged upside and hedged downside depending on signals.

Out-of-sample, this regime-aware momentum strategy beats the S&P 500 on risk-adjusted terms: Sharpe ~1.67 vs ~1.41, Calmar ~2.76, alpha, plus volatility/bond/dividend hedges to magnify upside and limit drawdowns.