A complex, rule-based, regime-aware portfolio that uses momentum and volatility signals to build a diversified, levered-and-defensive ETF portfolio. It weighs many assets across blocks, often uses equal-weighting within blocks, and rebalances only when weights drift beyond a small band.

What the strategy does in plain language: - It treats the market as having different moods (bullish, neutral, bearish, or defensive). Each mood has its own set of favorite assets. - Every day (or run), it runs a long list of rules that look at momentum and volatility signals on many ETFs. Momentum means the asset’s recent moves are strong in one direction; volatility signals look at how jumpy markets are or may become. - When a rule says an asset fits the current mood, the strategy adds that asset to a block with a full weight (the anchor weight shown as 100/100 inside that block). It does this across multiple blocks, which can push the portfolio toward tech-heavy winners in strong regimes or toward defensive/bond assets and cash proxies in risk-off regimes. - The blocks also contain sector tilts and relationship checks (for example, comparisons of price movement against moving averages or other assets), and tests use short look-back windows (e.g., 10-day RSI) and longer windows (e.g., 126 days) to form a view of momentum vs. trend. - The system uses a mix of long and leveraged/inverse ETFs (like UVXY for volatility, TQQQ, TECL, SOXL for bullish bets in tech, SPXL/UPRO for broad-market bets, SVXY for volatility hedges) to attempt magnified moves when the regime agrees. - After assets are chosen, weights are driven to roughly equal within a block, and then a higher-level aggregation decides the overall exposure. The 4% rebalance band means the plan won’t trade aggressively every day; it rebalances when weights drift by more than about 4%. - In short: it’s an automated, big-rule system that tries to ride momentum and regime shifts across a broad ETF universe, using a lot of rules and signals to pick and weight exposures, with a conservative rebalancing approach to keep turnover modest.

Regime-aware, diversified strategy with built‑in hedges. OOS: ~23.1% annualized vs SPY 24.4%; beta ~0.84; Calmar ~0.88. Delivers broad diversification and risk management beyond a pure S&P bet, with comparable long‑run upside.