A daily regime-switching system that uses the performance split between a metals/commodity proxy and long Treasuries to label inflation vs. deflation, then rotates into regime-appropriate assets (commodities/selected sectors in inflation, Treasuries/defensives in deflation), with RSI-based momentum and oversold/overbought signals guiding entries/exits and occasional leveraged/inverse exposure.

- The model watches two big pieces of the market puzzle: metals/commodities (via DBB) and long bonds (via TLT). If metals are doing better than long bonds, the system treats the environment as inflationary. If long bonds lead, it treats it as deflationary. - In inflation mode, it tilts toward assets that often benefit from higher prices (commodity-related ETFs and selected stock sectors). It also uses leveraged or inverse ETFs as hedges or amplifiers when momentum signals indicate risk-off conditions. - In deflation mode, the system shifts toward safer bets: Treasuries, defensive sectors, and sometimes inverse positions. - Momentum signals come mainly from RSI, but the strategy applies these signals across many assets and windows (short, medium, long) to decide entries and exits. It also layers in oversold/overbought checks to time re-entries. - The universe covers a broad set of assets (sector ETFs, commodity proxies, energy, utilities, real estate, bonds, volatility-related funds) to enable diversified regime-appropriate bets. - The daily rebalance means positions are updated every trading day, which allows quick adaptation but increases trading costs and the risk of whipsaws if conditions flip quickly.

Out-of-sample: annualized return 31.6% vs S&P 24.7%; max drawdown 8.38% vs 14.59%; Sharpe about 1.25 vs 1.22; Calmar 3.77; beta about 0.79. Regime-switching, momentum-driven tilt that improves upside with less risk.