A regime-based tactical mix that shifts between aggressive Nasdaq exposure (including a leveraged proxy) and hedged/cash positions using RSI, moving averages, and bond-driven checks to navigate normal, volatile, and mean-reverting markets.

- It’s a rule-based system that sits in an equity sleeve but uses added hedges and cash proxies to manage risk. - It defines market regimes: Huge volatility, Normal market, and Mean Reversion. Each regime has its own asset choices and conditions. - Signals come from multiple sources, most prominently short-term momentum (RSI) on the leveraged Nasdaq proxy (TQQQ) and price relative to moving averages. A very high RSI on TQQQ suggests risk-off or hedged positioning; a lower RSI with other checks suggests mean-reversion opportunities. - When the system detects risk (huge volatility), it tends to favor cash-like assets (BIL) and hedges (BTAL, VIXY/UVXY) to dampen downside. - In Mean Rev mode, it looks for oversold/oversold-style signals on TQQQ and may tilt back toward Nasdaq exposure, but with risk controls (e.g., drawdown and bond/stock cross-checks). - The “Bond > Stock” checks compare bond indicators to stock indicators to decide if the environment is bond-intensive (flighting risk) or more equity-friendly. - The strategy uses a 10% rebalance corridor to avoid over-trading; actual trades are triggered by regime and signal thresholds, not by daily ticks. - The basket includes Nasdaq proxies (QQQ, TQQQ), small-cap exposure (IWM), international (IEUR, EURL/EPV in Europe), and a suite of bond/short-rate funds (BND, IEI, IEF, TLT, TMF, BIL) plus volatility hedges (UVXY, VIXY, VIXM) to manage tail risk. The overall aim is to capture upside in favorable regimes while buffering downturns with hedges and safer fixed income cash equivalents.

Regime-driven, rule-based Nasdaq tilt with hedges and cash proxies. OOS: ~108% annualized return, Sharpe ~2.58, beta ~0.45, Calmar ~6.9. Higher upside and lower market beta than the S&P, with disciplined risk controls in volatile regimes.