A daily, rule-based system that blends momentum, mean-reversion and regime-aware hedging to tilt between leveraged Nasdaq exposure (TQQQ) and risk-off positions (cash/bonds). It scores a large universe and buys the top 3 by moving-average performance, while using RSI, drawdown limits, and market regimes to manage risk and adapt to volatility.

- Every day the system evaluates a big map of signals to decide between up-tilt (Nasdaq leverage) or risk-off (cash/bonds). - It uses momentum signals on assets like TQQQ, SPY, QQQ, SOXL, SOXS, and bond proxies (BND, IEF, TMF, TLT) to gauge whether markets are trending up or down and whether volatility is high. - When momentum is strong and volatility is manageable, the algorithm leans into leveraged Nasdaq exposure (TQQQ). - If volatility surges or momentum weakens, it tilts toward safer assets (cash via BIL, or bonds via IEF/TLT). - A “Simple sorter” ranks a large universe (including QQQ, sector ETFs like XLRE, XLB, XLC, XLP, XLY, XLU, XLV, XLI, XLF, XLK, XLE and select stocks like LLY, KLAC, MSTR, AMAT, NVDA, NVO, SCHD, SCHG) and selects the top 3 based on moving-average performance and risk filters (e.g., max drawdown over chosen windows). - The rules embed regime checks (Normal market vs Huge volatility) and pairing logic (e.g., bond- vs stock-based signals, TQQQ vs BND SPY comparisons) to adapt exposure to changing market conditions. - The system rebalances daily, preserving liquidity and allowing quick stance shifts as regimes flip. The RSI (momentum) and relative-strength logic are used to confirm or challenge signals, and hedges like UVXY (volatility futures) are referenced in some branches to assess risk of a volatility spike, though some paths replace UVXY with alternative hedges (e.g., SOXS) depending on the regime.

Out-of-sample upside is compelling: ~50.5% annualized return vs SPY ~23.2%, with Calmar ~1.19 and Sharpe ~0.93. A daily momentum-regime hedging system tilts to Nasdaq leverage when conditions are favorable and shifts to cash/bonds to tame risk.