A daily-rebalanced, regime-based strategy that tilts between leveraged long bets and volatility/defensive hedges. It uses SPY vs 200-day MA to pick a bullish or bearish path, then selects a single top-ranked asset via a 10-day RSI screen to allocate most of the capital, with hedges and placeholders for extra strategies to manage risk.

- Each day, check if SPY is above or below its 200-day moving average to determine a market regime (bullish vs not). - If bullish: pick one top-performing leveraged bet from a set (e.g., TQQQ, UPRO, TECL) based on a 10-day RSI ranking, and assign about 88% of the allocated capital to that chosen asset. The remaining capital is allocated according to secondary rules or kept as cash/overlays. - If not bullish: switch to Bearish Protection assets (e.g., UVXY, SQQQ, SVXY, PSQ, SPXS, TL T, etc.) with the same RSI/ranking logic, again placing a large weight on the top pick to hedge or profit from volatility/declines. - The strategy includes placeholders to insert additional bullish strategies or overlays, allowing adaptation to changing markets. - Rebalance is daily, meaning the signals are recalculated and implemented every trading day. - The toolkit uses a mix of well-known and less-popular ETFs to express long, short, and hedged exposures, with momentum signals (RSI) driving the selection within each regime. - Be aware: leverage and volatility products can amplify gains and losses; the framework is designed to capture regime-based opportunities but carries significant downside risk during rapid shifts in volatility or trend reversals.

Out-of-sample edge: ~41.8% annualized return vs SPY ~22.3%, Calmar ~0.92, and volatility hedges. Daily regime-based tilt to leveraged growth in up markets and hedges in down markets aims for superior upside with controlled risk.