A multi-regime, multi-asset strategy that blends volatility hedges, leveraged tech exposure, momentum, mean reversion, and a bond-overlay to navigate big swings and varying risk regimes.

The strategy runs through a cascade of signals to decide what to own. It looks for four things at once: (1) Huge volatility: if market fear is high (short-term momentum indicators on growth bets rise sharply), it shifts toward volatility hedges (UVXY/SQQQ) to profit from swings or protect holdings. (2) Mean reversion: if a short-term momentum gauge on tech stocks shows overbought/oversold extremes, it uses a reversion expectation to tilt toward the opposite side (e.g., loading into the tech leverages or stepping toward the broader market). (3) Momentum with a 25-day trend: if price is above its 25-day moving average, it tends to tilt toward the growth tilt (TQQQ/QQQ). (4) BondSignal: it also watches whether bonds look stronger than stocks and whether the yield-curve picture is inverted; when bonds appear stronger, it shifts toward bond ETFs (BND/IEF/TLT), otherwise it favors stock exposure. The model uses a mix of 10-day RSI thresholds, 25-day price trends, and comparative strength checks between stock and bond proxies to decide among several paths: Huge Volatility path (UVXY), Mean Rev path (TQQQ with counterbalancing checks), Normal Market path (stock exposure balanced with cash or hedges), and BondSignal path (bond tilt). Cash is typically represented by BIL, and there are hedging legs (SQQQ) and occasional long-bond or short-bond accents (BND, IEF, TLT, TMF). The system does not rebalance daily; it uses a 0.2-width corridor to avoid churn and relies on the decision tree to move capital among the listed ETFs when signals trigger. Bottom line: it aims to capture upside in tech during favorable regimes, manage risk during spikes with volatility hedges, and lean into bonds when macro signals imply stock risk is rising.

Regime-aware, multi-asset strategy blending tech tilt, volatility hedges, and bond overlay. OOS return ~18%; Sharpe ~0.58 vs SPY ~1.40; max drawdown ~47% vs ~19%. Diversified with tail-risk protection in stress regimes.