A regime-switching, backtested strategy that alternates between a bullish tilt (levered tech/indices with selective volatility hedges) and a bearish/defensive tilt, guided by SPY’s 200-day trend and RSI/momentum signals, with a top-picks mechanism and specific ETF weightings.

- The model first checks SPY’s price against its 200-day moving average to decide the regime. If SPY is above its 200-day average, it treats the market as Bull Market; if below, it switches to Bear Market logic. - In bull mode, it looks for extreme momentum signals (RSI-based) and, when conditions are met, allocates to a small set of leveraged tech/related ETFs (e.g., TQQQ, SOXL, TECL, UPRO, UDOW) and often pairs them with a volatility hedge (UVXY or SVXY) to protect against sudden reversals. It also uses a “top” selector to pick the best performers over a recent window (e.g., 21 days) and weights the selections (commonly 67% to the top 3 assets, 33% to a hedge). - In bear mode, it similarly looks for oversold signals and may allocate to leveraged long assets if a rebound seems likely, but also builds a defensive sleeve (SPY, QQQ, DIA, XLP, PSQ) to weather drawdowns. It may also place a single top asset from a pool (e.g., TECL, SOXL, TQQQ) with a weighted allocation, plus a volatility hedge (SVXY). - The strategy uses a mix of moving-average returns, current price comparisons, and RSI lookups over short windows (e.g., 10, 20, 60 days) to trigger entries, exits, or hedges. - Rebalancing is set to vary (some branches default to no automatic rebalancing; others periodically refresh the top picks). - The whole setup is described as a longer-backtest version, implying the rules were tuned against historical data to estimate performance.

Out-of-sample edge: 33.7% annualized return vs 23.2% for SPY, thanks to regime-driven leverage in uptrends and hedges in downturns. Calmar ~0.63 signals managed risk, but larger drawdowns can occur in volatile markets.