A highly layered, regime-based tactical allocator that shifts between aggressive leveraged equity bets and volatility/defensive hedges, with inflation-sensitive signals guiding tilt. It uses momentum, returns, and volatility measures to pick top assets within blocks and assigns heavy weights, while deliberately avoiding scheduled rebalances.

What the strategy tries to do, in plain language: - Think of it as a rule book that looks at many different market signals at once and then decides which big group of investments to own. The groups include aggressive leveraged stock bets (like 3x Nasdaq or S&P 500), hedges that benefit from rising volatility (when markets go wild), and safer assets like short-term Treasuries and cash proxies. It also considers inflation-related assets like gold and commodity ETFs. - It uses signals like momentum (is a stock/ETF trending up or down), how much risk the market is taking (volatility), and how different parts of the market have performed recently (drawdown and moving averages) to judge which group should be active. If signals look strong, it will push exposure toward the aggressive leveraged bets. If signals look weak or dangerous, it shifts into hedges or cash to protect the portfolio. - The system often filters candidates inside a group (e.g., picks the “top” or “bottom” assets by a metric like moving-average return or cumulative return) and then assigns a large weight (often about 85% of the group’s target) to that chosen subset, while keeping some cash/defensive exposure in the mix. There is no preset quarterly rebalance; it runs through the decision tree and changes only when a block triggers. It also explicitly considers inflation-sensitive signals (e.g., LQD vs STPZ, SPY controls) to tilt toward assets that historically perform better in inflationary regimes. - In practice, you’ll see exposure bounce between heavy bets like TQQQ/SPXL/TECL/SOXL (very aggressive) and hedges like UVXY/SVXY/VIXM or cash-like positions (BIL, SHY, UUP) depending on the regime the model believes the market is in. The aim is to catch big upside in good times while limiting losses in bad times, though with leveraged exposure the risk of sharp drawdowns is high if signals misfire or data feeds glitch.

An adaptive, regime-driven strategy that shifts between leveraged equity bets and volatility hedges, guided by momentum, risk and inflation signals. Seeks upside in favorable regimes with downside protection, complementing the S&P 500. OOS: ~18% annualized; Calmar ~0.32.