A daily, rule-based, multi-asset portfolio that toggles between aggressive leveraged bets (e.g., TQQQ/QQQ/SOXL/UPRO) and defensive hedges/cash (BIL, SHY, GLD, UUP, TMF, TLT, IEF). It uses momentum, RSI, moving averages, and risk metrics to pick the best asset for that day, while including volatility hedges and bond proxies to limit drawdowns. The aim is to capture upside in favorable regimes and protect against downturns with a complex, regime-driven allocation.

- It runs every day and sifts through a large pool of assets (tech-heavy equities, leveraged ETFs, bonds, cash proxies, gold, dollar exposure, volatility products). - For each asset, it evaluates several signals: momentum (through cumulative returns and moving averages), volatility (standard deviation of returns), risk posture (max drawdown), and price position relative to moving averages. - Assets are grouped by market regime (risk-on vs risk-off) and by thematic sleeves (e.g., TQQQ/QQQ focus, bond momentum, or defensive blends). Within each group, the model selects top assets based on the signals (e.g., top 1 asset or top few) and assigns weights. Heavier emphasis tends to be on a leading growth bet (often a Nasdaq/tech tilt with leverage like TQQQ), with hedges and cash-like assets (BIL, SHY, GLD, UUP) providing protection. - There is a dynamic replacement logic for volatility hedges (e.g., UVXY) that substitutes in alternatives like VIXY or other hedges depending on RSI and recent performance signals, aiming to avoid the peak decay/drag from certain volatility instruments. - The overall framework is nested: you have high-level regimes, then sub-regimes with further rules, and finally asset selection and weighting, all designed to balance upside capture with drawdown control. The daily rebalance means positions are adjusted each day to reflect the latest rules and signals.

Out-of-sample annualized return ~45.5% vs SPY ~21.3%, with regime-driven hedges reducing risk. Calmar ~0.96. Strong upside in favorable regimes, but be prepared for larger drawdowns (up to ~47%).