A daily, rule-based, regime-aware, multi-asset portfolio that dynamically allocates across stocks, bonds, commodities, currency, and hedges (including leveraged and inverse ETFs) using signals like moving averages, momentum (RSI), and volatility. It aims to ride trends, hedge risk, and adapt to market regimes, with built-in cash handling and heavy emphasis on risk-weighted diversification.

- It runs daily and rebalances the portfolio. - It screens a broad universe of ETFs (stocks, bonds, commodities, currency, and volatility hedges). - It uses multiple signals (price trend via moving averages, momentum via RSI, and volatility via standard deviation) with different window lengths to gauge market regime and asset quality. - It groups assets into themed buckets (for example: Trend/Momentum, Fiat Alternatives like gold and dollar exposure, Secular Growth, Bonds, and Risk-On/Risk-Off hedges). - Within each group, the strategy ranks and selects assets (top or bottom by performance or volatility) and assigns weights. - It combines long, defensive, and leveraged/inverse positions to try to capture upside in strong regimes while providing hedges or reduced risk in weak regimes. - Cash allocations are used as a stable base and to manage risk. - The final allocation is a blend of groups with preset weights that can tilt toward risk-off hedges or risk-on exposures depending on signals. - It uses both common assets (SPY, QQQ, DIA) and less familiar ETFs (GLD, UUP, DBC, UVXY, SQQQ, UPRO, TQQQ, TMF, TMV, etc.). Important caveats: levered/short ETFs can amplify losses; past performance and signals do not guarantee future results; always consider your own risk tolerance.

Out-of-sample Sharpe ~2.23 and Calmar ~2.89, with ~4% max drawdown vs SPY ~19%, beta ~0.24, and diversified, regime-aware multi-asset exposure. Superior risk-adjusted returns and downside protection vs the S&P 500.