A daily, regime-driven tactical strategy that uses momentum signals to switch between leveraged equity exposure in bull markets and defensive hedges in bear markets, selecting top assets by trend and momentum and allocating 100% across a small, equal-weighted basket.

- The strategy rebalances every day and uses a market-regime framework to decide which subgroup to run (Bull Market, Bear Market, Dip Buy, Sideways/Deleverage, etc.). - In bull regimes, it tends to favor a small, top-rated subset of leveraged stock ETFs (e.g., 1–3 assets) chosen using a moving-average return screen over about 21 days, and it may add volatility hedges to limit drawdowns. - In bear regimes, it shifts toward defensive/hedged exposures (short or inverse ETFs, bonds, defensive sectors) and a different top-N selection that emphasizes downside protection. - Signals come from momentum and trend indicators (short-window RSI and moving-average-price comparisons) and from longer-term performance checks (e.g., 60–252 day cumulative returns). - The plan uses 100% cash-equivalent allocation spread across the selected assets (equal weighting within the chosen group). - There are named sub-strategies (e.g., Dip Buy, Bear Market Strategy, Sideways Market Deleverage, Nasdaq Crash Territory) that trigger under specific signal conditions, allowing the model to respond to pullbacks, consolidations, or regime shifts. - The universe includes a mix of leveraged equity ETFs (for amplified exposure), broad-market ETFs (AAPL/QQQ-like exposure proxies), volatility-related funds (for hedging), commodity/bond proxies, and some currency/defensive exposures. The intent is to participate in trends when favorable while providing protection as volatility and regime risk rise.

Out-of-sample annualized return: 62.8% vs 24.9% for the S&P; Calmar ~1.51; Sharpe ~1.18. Regime-driven momentum with hedges aims for stronger risk-adjusted gains; bear drawdowns can be larger (~41.7%).