A large, regime-aware, multi-asset strategy that blends growth bets (including leveraged ETFs) with hedges (bonds, cash, volatility, gold) and diversified components to adapt to changing markets. It uses momentum/mean-reversion signals, volatility checks, and a cash buffer to dynamically allocate across stocks, bonds, commodities, and currencies.

- The strategy is built from many modules (groups). Each module suggests a small basket of ETFs and a way to weight them. Think of each module as a mini-portfolio tuned for a particular market vibe (e.g., “risk-on growth,” “defensive bond/treasury,” or “volatility hedge”). - Signals inside modules are a mix of momentum and mean-reversion ideas. Examples include relative strength (comparing how one ETF has performed versus another), moving-average checks (is price above/below a trend), and volatility/return thresholds (has returns spiked or dropped recently). When a condition is met, the module outputs a basket and a weight for that basket. - A cash buffer (often using short-term Treasuries or cash proxies) keeps some liquidity and can act as a safe haven when risk is high. - The overall allocation aggregates all module outputs into a single 100% target. Some blocks favor growth assets with leverage (UPRO, TQQQ, SOXL, TECL, SPXL, etc.) when signals look strong, while others tilt to defensives (TLT, TMF, USDU, GLD, BIL, etc.) when signals indicate risk-off or hedging is warranted. - Volatility-related ETFs (VIXY, UVXY) are used to hedge or tilt during periods of rising fear or expected spikes in volatility. - The system also layers in theme/sector tilts (e.g., tech-heavy, value-oriented, dividend-focused) and commodity/foreign exposure to diversify sources of return and risk. - In practice, it’s a continuously adjusting framework: each day (or with each rebalance) signals are reevaluated, baskets are recombined, and weights are updated to reflect current regime assumptions. The goal is to be resilient across regimes and to capture upside via growth bets while moderating risk with hedges and cash when conditions deteriorate.

Regime-aware, multi-asset strategy blending leveraged growth, hedges, and cash. Out-of-sample drawdowns ~15.2% vs ~18.8% for the S&P 500; Calmar ~1.40 and Sharpe ~1.27—strong risk-adjusted upside with regime resilience.