A regime-based, rule-driven allocation that toggles between bull (stock-heavy with bond ballast) and bear (bond-heavy with hedges) markets, using long-term trend signals, momentum/RSI checks, and a volatility module to tilt among SPY, tech-focused ETFs, and Treasuries. Past performance shown is not a guarantee.

- The system first decides whether the market is in a secular bull (long-term uptrend) or secular bear (long-term downtrend) by looking at very long-term trend signals on SPY (the S&P 500 fund), using a comparison between the 200-day moving average and the 1000-day moving average. This is a long-horizon regime detector. - If the regime is bullish, the model tends to favor equity exposure (primarily SPY) with a substantial but not full allocation to bonds (long-duration Treasuries like TLT) to provide ballast. The exact mix can shift based on momentum and volatility indicators. In several branches, you’ll see SPY exposed to a roughly 55/45 stock/bond tilt, with occasional shifts to other assets when signals say the market is overextended or due for a rotation. - If the regime is bearish, the framework shifts toward capital preservation: it reduces or moderates stock exposure and increases bond exposure (e.g., IEF or TL T). There are explicit hedging paths that include inverse Nasdaq exposure (PSQ) to protect against Nasdaq-style drawdowns. - Beyond the core bull/bear allocation, the strategy adds a volatility/momentum layer (STDDev Mod) that watches how volatile the market has been recently (e.g., a short window like 10 days) and how fast prices move relative to momentum screens (RSI). If volatility is low and momentum conditions favor tech, it may tilt toward tech-related ETFs (XLK, SOXX) after filtering by RSI and relative strength. If momentum deteriorates or volatility rises, it may shift toward defensive assets (e.g., bonds) or hedges. - There are several conditional gates around specific assets (e.g., XLK, SOXX, QQQ, SPY, TLT, IEI, IEF, PSQ) that decide which sub-portfolio to use based on short-term momentum or overbought/oversold readings. The approach uses a mix of broad market exposure (SPY), tech/semiconductors exposure (QQQ, XLK, SOXX), and bond exposure (IEF, IEI, TLT) to implement regime-appropriate risk and return ideas. - Rebalancing is described as none, but there is a corridor concept (0.03) suggesting small, threshold-based adjustments rather than frequent rebalanced trading. - In short, the strategy aims to ride long secular trends with a stock/bond mix and to defend against downturns using bonds and hedges, while adding tilt opportunities to favor tech during certain momentum/volatility conditions. The design is rule-based and relies on ETF-level exposures rather than individual stocks.

Out-of-sample shows this strategy delivering higher growth (≈37.6% annually) vs the S&P 500 (≈20.3%), regime-driven stock/bond tilts and hedges. Strong upside with disciplined risk controls, but larger drawdowns in bear markets.