A daily regime-switching strategy using VIX-based volatility signals and multi-timeframe SPY vs DBC momentum to choose between a cash-like position (BIL) and two leveraged ETF baskets (Bull: TQQQ/CURE/FAS/TMF; Bear: SQQQ/SVXY/FAZ/TMV) with inverse-vol weighting and cash-equity balance.

Daily process: 1) Check volatility signal: compute RSI(10) on a volatility proxy (VIXM). If RSI > 70, move to cash-like exposure using BIL (short-term Treasuries). 2) If not, evaluate six lookback windows (600, 500, 400, 300, 200, 100 days). For each window, compare cumulative return of SPY vs DBC. If SPY beats DBC, allocate to the Bull basket (TQQQ, CURE, FAS, TMF) using inverse-volatility weighting. If SPY does not beat DBC, allocate to the Bear basket (SQQQ, SVXY, FAZ, TMV) using the same inverse-vol approach. 3) Within each basket, weights are balanced so risk is spread (inverse-vol weighting favors less volatile among the four assets). 4) Cash-equivalent weighting ensures cash exposure is kept in balance across decisions. 5) Rebalance daily to reflect the latest signals. This creates a regime-based allocation: risk-off in high volatility, otherwise leveraged bets aligned with stock vs. commodity momentum across multiple horizons.

Out-of-sample annualized return ~22% with explicit risk controls (volatility-triggered cash) and diversified leveraged baskets. A disciplined, regime-driven complement to SPY that aims for similar upside with added diversification and structured risk management.