A risk-managed, multi-basket strategy using levered ETFs for upside and bond/volatility hedges to protect against drawdowns; rotates exposures by regime-specific rules and simple signals (trend, momentum, drawdown) to balance growth and safety.

Think of it as a dynamic, rule-based portfolio that simultaneously tilts toward levered equity bets (to catch big moves) and toward hedges (to limit losses). Each decision node asks simple questions (Is the market trending up? Is there momentum? Is volatility rising? Is drawdown within safe bounds?). Based on the answers, the system selects a small set of assets (often 1–3) to own and assigns weights, favoring de-risking in uncertain regimes. Hedge assets (short-duration bonds, Treasury funds, and volatility proxies) are used to cushion downside during risky periods. The process is repeated daily, with the goal of preserving capital in rough markets and capturing upside when conditions improve. Note: this is a high-level summary; the actual strategy uses many nested rules and baskets to tailor exposures and risk controls across regimes.

Out-of-sample, this strategy shows stronger risk-adjusted upside than the S&P 500: Sharpe ~1.87 vs ~1.37, Calmar ~5.44, and a disciplined mix of levered equity bets with bond/vol hedges that seek big gains while limiting drawdowns.