A multi-layer, rule-based regime allocator that combines volatility bets (UVXY), momentum-driven rotations (dividends, tech, bonds, commodities), and occasional levered-tech tilts, with defensive ballast, to adapt to changing markets.

- The strategy evaluates multiple market conditions (regimes) and, for each regime, assigns weights to a set of ETFs and leveraged ETFs. - It uses momentum indicators (e.g., relative strength index RSI) and past performance measures to decide which assets look strongest right now. - It starts with a volatility-heavy tilt (UVXY/VIX futures) and then considers rotating into offensive or defensive assets depending on signals. If conditions look risky, it shifts toward dividend ETFs (SCHD, DGRO), anti-beta funds (BTAL), and Treasuries (BIL, TMF). - A secondary module tests recently strong performers (the “pops” blocks) and selects among them to augment the core allocation. - A tilt toward ultra-levered tech (TQQQ/TECL/SOXL) may be applied when momentum metrics look favorable, otherwise that tilt is minimized. - The result is a dynamic, rule-based position across a broad ETF universe rather than a fixed, single-asset approach.

Out-of-sample edge: Sharpe 1.73 vs 1.43, Calmar 2.82, and ~64% annualized return vs SPY’s ~23%. A regime-switching, volatility-overlay strategy with ballast aims for higher upside and disciplined risk versus the S&P 500.