A complex, regime-based rule system that rotates among leveraged and hedged ETFs using momentum and trend signals to build equal-weighted baskets, with a focus on risk-on opportunities and defensive hedges; no automatic rebalancing in this version.

- The strategy is a hierarchical, rule-based system that translates market signals into a target basket of assets. - It looks at momentum and trend signals (like RSI and moving averages) across a wide set of ETFs, including leveraged bets (2x/3x) and hedges (inverse or volatility-related funds). - For each “basket” (e.g., a risk-on aggressive pod or a risk-off defensive pod), it selects a single or a few top candidates based on the signals, then allocates capital equally among the chosen assets within that basket. - The system is designed to pick regimes: one basket for risk-on momentum, another for aggressive tech bets, and another for defense (bonds, gold, cash proxies). - Rebalancing is off in this version, so allocations don’t auto-adjust unless the code is re-run to reselect baskets. - The result is a dynamic, regime-tuned exposure that can swing between high-growth, high-leverage bets and conservative hedges, depending on what the indicators say about market conditions.

Out-of-sample, this strategy aims for ~26.6% annual return vs ~23.2% S&P, via regime-based rotations among levered/hedged ETFs. It seeks stronger upside capture with smarter risk control, though drawdowns can be larger in downturns.