A regime-aware rotation strategy that mostly trades highly-leveraged bets (notably TQQQ and SHNY) plus hedges (SPY, UVXY, TLT/TMF, etc.). It uses multiple momentum and trend signals (RSI, moving averages, cumulative returns) across several time horizons to pick the top candidate each day and size it heavily (often full weight). It also includes defense/risk-off paths (favoring TMF, SHNY, or other hedges) when signals indicate risk is rising. In short: daily decision rules pick the strongest levered exposure to ride big moves, with built-in hedges to guard against downturns.

- The system looks at a pool of assets, prioritizing aggressive, leveraged bets (especially on tech via TQQQ) and defense hedges (like gold SHNY or treasury-based TMF). - It computes simple momentum and trend measures for each asset, such as: current price vs. moving averages, short- and medium-term momentum (via RSI and return measures), and recent performance (cumulative returns). - Based on these signals, the algorithm ranks assets and selects the best candidate (often the single top asset) to hold, assigning a full weight (100/100) to that candidate. In some branches it may choose a small group (like a top 1 or top few) or even rotate into defense baskets. - It has explicit “Defensive” and “Risk Off” scenarios that favor less risky or hedged exposures (e.g., TMF, UVXY as hedges, SHNY as a diversification/defense exposure) when certain RSI or trend conditions are met. - Signals come from multiple windows (e.g., 10-day RSI, 200-day moving averages, 60- or 210- or 360-day lookbacks) to avoid reacting to a single-day blip. It also uses comparisons like RSI below a threshold (oversold) or price above/below moving averages to gauge trend strength or weakness. - The strategy is rebalance-ish on a daily cadence, with many branches designed to pick the best-performing levered instrument given the current regime, then adjust as conditions change. The intent is to participate in upside with leverage when momentum is favorable, while stepping into hedges or safer plays when signals flip to risk-off. It’s not a simple, static allocation; it’s a complex, regime-aware rotation among a curated set of assets.

Out-of-sample, this regime-based rotation delivers superior risk-adjusted returns versus the S&P: Sharpe ~2.87 vs 1.05, alpha ~1.12, Calmar ~15.5, by riding momentum in leveraged bets while using hedges to defend capital.