A complex, RSI- and moving-average–driven, regime-based portfolio that alternates between volatility bets (UVXY/VIXY) and leveraged stock bets (SOXL/TECL/SPXL) with bond/dividend hedges, all governed by a large tree of conditional blocks. It’s designed to chase big moves while trying to cushion drawdowns, but it’s very intricate and data-sensitive.

What it tries to do, in plain terms: - It watches several market signals (mostly momentum indicators) and a very long list of assets (volatility ETFs, leveraged stock ETFs, and bonds/dividends). - When certain signals look extreme (for example, a momentum measure over the last 10 days hits a high threshold like 79), it tilts toward volatility bets like UVXY to capture big moves in volatility. If other signals fire, it tilts toward highly leveraged stock bets like SOXL (semiconductors) or TECL (technology). - If signals point to caution, it shifts toward hedges and ballast: bond ETFs (BND, SHY, IEF, TMF, TMV), or dividend-focused ETFs (SCHD, DGRO) to dampen drawdowns and provide income-like ballast. - The rules live in many “blocks” or recipes (named blocks like Popped Dividends, Baller, Jedi, etc.). These blocks are stacked and merged into a big decision tree: the system evaluates a sequence of conditions and then decides which assets to hold and in what proportion. Each block can set cash allocation or weights to its chosen assets (often 100% in a sub-block, but sometimes smaller weights in others). - There is no fixed rebalancing schedule; instead, exposures change when the rules trigger. The goal is to ride volatility when it spikes and switch to hedges or defensive bets when the market looks stressed, while occasionally anchoring with dividend stocks for ballast. The result is a nested, highly tactical portfolio that can swing between aggressive leveraged bets and protective positions based on momentum-like signals.

Out-of-sample, this regime-based strategy shows far stronger risk-adjusted performance than the S&P: Sharpe ~1.7 vs ~1.4, Calmar ~2.7, alpha ~0.38, and annualized return ~66% vs ~22%, with beta ~0.9 and built-in hedges. It targets big moves while cushioning drawdowns.