A complex, daily-rebalanced, regime-aware mix of leveraged and unleveraged ETFs across stocks, bonds, commodities, currencies, and volatility. It uses many rules to tilt between risk-on and hedging positions, aiming for strong upside with controlled downside using a Sortino-focused framework.

- The plan is built from many blocks (like mini-strategies) that decide what to buy or sell every day. - Examples of blocks include momentum-based decisions, hedges against volatility, and defensive/bond-oriented tilts. Some blocks push into stock-like exposures (SPY, QQQ), others tilt to bonds (TMF, TMV, BND), gold or dollars (GLD, UUP), oil/commodities, or volatility vehicles (UVXY, SVXY, VIX-related ETFs). - Within blocks, rules look at price versus moving averages and momentum indicators (a commonly used momentum gauge similar to RSI) to see whether a given asset is trending up or down. When a rule fires, capital is allocated to that asset or block and the weights are adjusted. - The strategy often combines long exposures with hedges (for example, buying protection via volatility products when volatility signals are high, or shifting into cash/bonds when risk is elevated). - Rebalancing happens daily, so positions can shift day to day as signals change. - Performance is judged with a downside-risk focus (Sortino), meaning the system rewards returns that come with smaller downside risk, and penalizes strategies that incur big losses relative to the target. - In practice, you’ll see many names of ETFs and levered plays (TMF, TMV, UVXY, SVXY, TQQQ, TECL, SOXL, SPY, QQQ, GLD, UUP, BND, etc.) being bought or sold depending on the composite signals from all blocks. This is designed to navigate different market regimes (risk-on vs risk-off, high volatility vs calm, inflation/deflation vibes) with a diversified, risk-aware approach.

Out-of-sample edge: similar upside, lower risk. OOS return ~26.1% vs SPY ~27%; drawdown ~4.8% vs 5.1%; beta ~0.51; Calmar ~5.45; Sharpe ~2.13. Regime-aware, diversified tilts offer steadier upside and protection.