A daily, regime-switching, risk-parity plan that uses Nasdaq/treasury signals to tilt between 3x bull bets and hedges (volatility, managed futures, inverse/treasury). It aims to ride rising rates when conditions are calm, and shield you with hedges when volatility spikes. Leveraged ETFs amplify both gains and losses.

- The strategy runs daily, checking two key conditions: (a) is the market in a “stable/rising-rate” regime where risk-on assets are favored, or (b) is the regime stressed, calling for risk-off hedges? - It uses Nasdaq 100 strength (via a momentum proxy) and Treasuries signals as the core regime inputs. If markets look healthy, the plan tilts toward leveraged equity bets (3x bulls) across leadership areas like tech, financials, healthcare, semiconductors, and biotech to chase upside in a rising-rate, growth-friendly environment. - If the signals indicate stress (weakness, high volatility, or overextended momentum), the model shifts into hedges: managed futures, 3x inverse/short exposures to equities, and treasury hedges to dampen drawdown. UVXY (volatility) serves as an aggressive hedge when volatility spikes or when momentum becomes overbought, while SQQQ/TMV/TMF-based positions provide downside protection or directional hedges. - The framework includes “oversold/overbought catchers” that serve as triggers for entering/exiting moves (e.g., entering volatility hedges on extreme overbought readings, or adding leverage on oversold signals with selective 3x bulls). - Weighting tends toward full allocations within the chosen regime, using 100% cash-equaling blocks as a base and then cycling into the selected assets. The exposure set includes: UVXY (volatility), TQQQ and UPRO (3x Nasdaq and S&P bulls), SOXL/LABU/CURE/FAS (3x sector bulls), DBMF (managed futures hedging), SQQQ (3x Nasdaq bear), TMF/TMV (treasury bulls/bears), BSV (short-term bond proxy), plus occasional 3x bullish/bear ETF additions. PFIX was removed for backtesting flexibility but could be re-added for improved annualized return under certain conditions. The daily reset aims to maintain a risk-balanced posture across regimes, consistent with a risk-parity mindset while leveraging regime-aware exposures. IMPORTANT: this is a high-risk, sophisticated strategy using leveraged ETFs and hedging instruments; it is not suitable for all investors and requires active risk management and understanding of levered ETF behavior in compounding and during regime changes.

Out-of-sample annualized return ~53% vs SPY ~21%, powered by a regime-switching risk-parity approach that captures 3x bull upside in calm markets and hedges during volatility. Higher upside with built-in risk controls (Calmar ~1.06), though larger drawdowns in stress.