A highly complex, rule-based, multi-asset strategy that blends risk-on (levered equity bets) and risk-off (bonds, hedges, inflation plays) using momentum, trend, and volatility signals across a broad ETF universe. It aims to adapt to inflation regimes and market stress by shifting weight among stocks, volatility, bonds, commodities, and currencies.

- The system uses a big decision tree to decide where cash goes among many ETFs. It tests market signals (momentum, trend, volatility, drawdown) on multiple assets and then allocates or concentrates cash accordingly. - It splits into regimes: risk-on (growth/leveraged stock bets) and defensive (bonds, cash-like, hedges, and inflation hedges). Each regime has its own sub-choices and weighting scheme (either all-in on a single asset when a signal fires or spreading cash across several assets in a bucket). - Signals come from simple ideas like: is this ETF’s recent price rising fast? is its short-term price above its long-term average? is volatility rising? These are calculated over short windows (days to weeks) and compared across assets to pick winners. - The strategy covers a wide universe (stocks, bonds, commodities, currencies, and volatility futures) to diversify risk and attempt to profit from different regime moves. - Rebalancing is off in this description, meaning it describes a target allocation at a point in time rather than an automatic periodic reallocation.

Dynamic, regime-aware multi-asset strategy that shifts between growth bets and hedges to navigate inflation and stress. OOS return ~19.4% vs SPY ~23.7%, but provides broad diversification across stocks, bonds, commodities, and volatility hedges.