A regime-switching, multi-asset, levered-trading framework that uses momentum and trend signals to tilt between aggressive 3x long ETFs and hedges/bonds, aiming for big upside in bull markets while protecting capital in downturns.

The strategy runs a large decision tree to decide where to put capital every day. It looks at momentum signals (RSI and price momentum) and trend signals (price vs moving averages, long-term trend) on a wide set of assets. If signals are strong, it allocates to 3x leveraged ETFs to maximize upside across equities and sectors. If signals weaken, it shifts toward hedges (gold, USD), volatility products, or bonds to reduce risk. The long-term trend is also checked with a 200-day filter to avoid fighting a long downtrend. Within each regime, it ranks assets by momentum or performance, then assigns weights to the top candidates. The net effect is a dynamic, exposed-to-upsides-but-risk-managed portfolio rather than a static, single-asset approach. It requires careful execution and costs monitoring because leveraged ETFs and frequent rebalancing can magnify both gains and losses.

Out-of-sample: aims for ~46% annualized upside with Calmar ~1.02 vs S&P ~20%. Regime-driven levered bets + hedges chase gains while protecting capital. Note higher drawdowns and costs from leverage.