A multi-regime, rules-based strategy that rotates among leveraged ETFs and defensive assets based on momentum and market-volatility signals, aiming to capture upside in bull markets while sheltering capital in uncertain times. It chooses a single best-fit ETF per regime and sizes the exposure accordingly.

- Universe: trades a wide set of ETFs including levered longs (TQQQ, SOXL, TECL, SPXL), levered shorts (SQQQ, TMV), broad-market and sector ETFs (SPY, QQQ, IEF, SHY, BIL, EFA, EEM, EWZ, EPI), and volatility/defensive assets (VXX, UVXY, GLD). - Signals: uses momentum-like indicators (RSI and moving-average-based logic) across multiple assets and time windows to gauge whether an asset or regime is overbought, oversold, or trending. - Regimes: partitions the market into regimes (Bull, Bear, Choppy, Defense) and has tailored decision logic (e.g., “Bull 1” for aggressive long bets, “Bear 1/2” for hedges, “Choppy Market” for mixed bets). - Selection: within each regime, the system filters and ranks candidates using absolute/relative performance and momentum signals, then selects a single asset to hold (or a primary exposure with weight). - Allocation: uses fixed weights (often full allocation to the chosen asset) and may combine with cash-like safety if conditions dictate.

Out-of-sample, this regime-based strategy delivers ~36.6% annualized return vs SPY’s ~17.9%, by dynamically rotating leveraged ETFs and hedges to capture bull markets while defending in risk. Higher upside, but with greater drawdowns.