A regime-driven, single-asset-at-a-time strategy that moves between leveraged stock bets, volatility hedges, Treasuries, and select hedges based on short-/mid-term signals. It aims to capture different market regimes by switching to the instrument that the rules deem strongest for that regime, with a focus on momentum and volatility-based filters—and it does so using a broad set of leveraged ETFs and hedges. The backtest description shows aggressive leverage and a sophisticated, multi-layer decision tree that should be interpreted with caution given potential overfitting and high risk.

- The system treats market behavior as having distinct regimes (for example: a high-inflation, bear-ish environment; a defensive, bond-friendly regime; a bull market with momentum in tech/semis; a volatility spike scenario). - For each regime, it looks at a pool of assets (mostly leveraged ETFs that amplify exposure to stocks, bonds, or volatility) and ranks or filters them using several signals. Signals include measures like how strong an asset has performed in a short window, whether its price is above or below its longer-term moving average, and how volatile its returns have been. The tool then picks a single asset (the top/best-scoring one) and puts all your capital into that asset (100% position) until the regime changes. - The regime rules are encoded in nested decision blocks with names such as Bear Stock Market - High Inflation, Defense | Modified, A.A.A: Short term TLT is trending up, V0.1 | TCCC Stop the Bleed, and many others. Each block has its own set of criteria and a suggested asset list. Some blocks emphasize “sell the rip / buy volatility” when stocks look overextended; others emphasize “defense” using Treasuries or gold when risk indicators flip; others chase momentum into 3x leveraged tech/semis or broad-market plays like SPXL/UPRO/TQQQ when conditions look favorable. - The model uses a combination of signals like moving-average price comparisons, short- and medium-term momentum (moving-average-based ranking), and occasionally volatility-related cues (e.g., UVXY for spikes in volatility). These signals decide whether to go risk-on (long equity-leveraged bets) or risk-off (treasuries, cash proxies, or volatility). - There is no routine rebalancing across multiple assets; when a regime rule fires a new asset, it shifts completely to that asset. If no rule applies, the code can default to a cash/defensive stance until a rule triggers again. - The final output is a single asset at a time, with weight 100/100, i.e., “full tilt” into whichever instrument the regime logic selects. This makes the strategy easy to explain at a high level (one asset at a time), but it is technically very complex under the hood due to the many conditional branches and signals that can flip the regime.

Out-of-sample edge: 43.44% annualized return vs SPY 23.57%, Calmar 1.65, beta ~0.75. A regime-switching, levered strategy aims for superior risk-adjusted upside across markets, though drawdowns can be larger in tough regimes.