A daily, rule-based, multi-asset strategy that toggles between risk-on and risk-off modes. It picks top leveraged equity bets when momentum is favorable, and top defensive bets when volatility rises, using a layered set of trend, momentum, and volatility signals across stocks, bonds, and commodities.

- Every day, the system evaluates a hierarchy of groups (stocks, bonds, commodities, currencies) and repeatedly tests signals like moving-average trends, cumulative returns, and momentum strength at various lookback windows. - When momentum and trend conditions are favorable (for example, SPY’s price relative to short- and long-term averages is strong and momentum is high), it selects up to two leveraged equity bets (e.g., SPXL, UDOW, TQQQ) using a top-N rule based on cumulative returns over a short window. Those assets are then weighted to a fixed cash-equivalent allocation within that sub-group. - When conditions deteriorate (e.g., volatility spikes, relative weakness, or certain risk-off thresholds met), the strategy shifts to risk-off holdings. It then picks top assets from defensive groups (short-term Treasuries, broader bond funds, dollar-hedges, gold, and commodity funds) and allocates to them. - The approach uses a mix of signals to avoid over-concentration in one theme and to protect against drawdowns in rising-volatility regimes. It also includes alternative flavor variants (Pareto, WAM collections) that emphasize different filters and asset mixes. - The entire process is rebalance-based (daily), with weights designed to be cash-equivalent within each pick (weight 100/100). The plan is publicly focused on familiar tickers (AAPL, MSFT, SPY, XOM) within the broader ETF universe, plus less-popular funds like SPXL, TQQQ, UDOW, SPXS, BIL, IEF, TMF/TMV, GLD, USDU, PDBC, DBC, and others referenced in the structure.

Out-of-sample edge: annualized return 43.46% with Sharpe 1.61 (vs SPY 1.42) and beta ~0.91, Calmar ~1.50. Daily risk-on/risk-off tilts between leveraged equities and defensives deliver stronger risk-adjusted growth than the S&P 500.