A rule-based, regime-aware, momentum portfolio that switches between UVXY hedging in stressed conditions and a diversified mix of equities, gold, bonds, and currency proxies based on 60-day momentum and short-term RSI signals, with volatility and drawdown checks guiding risk; no fixed calendar rebalancing.

- The model starts with a baseline of fully invested, cash-equal weighting across selected assets. - It first checks a short-term momentum signal: compute the 10-day RSI (a measure of recent price strength) on a tech-focused benchmark (QQQE). If that RSI is above 79, the system places the entire exposure into UVXY, a leveraged volatility ETF that tends to rise when market volatility spikes. This acts as a hedge during stressed or overbought conditions. - If the RSI signal isn’t triggering UVXY, the strategy then runs a series of “else” rules that guide asset selection and weighting. It uses a 60-day momentum screen to pick the top two assets from a pool that includes equities (UPRO, SPY, VOOG, VOOV, etc.), gold (GLD), bonds (IEF, BND), long-duration/levered bonds (TMF), and currency (UUP). The exact two assets and their weights depend on macro regime signals and recent performance. - The macro regime split (Rates going up vs Rates not going up) influences the tilt: in rising-rate environments, the model tends to favor a mix that blends equity exposure with hedges (e.g., a portion of UPRO plus allocations to GLD, IEF, UUP, TMF). In other regimes, it can shift toward a more defensive/balanced mix or a different top-two selection. - The framework also uses a volatility check (5-day VIX) and drawdown constraint (15-day drawdown) to constrain or modify positions, aiming to avoid large drawdowns. - Rebalancing is not routine; allocations are adjusted when the rule conditions are met, within a small corridor (0.1) to prevent large swings. - The result is a dynamic, regime-aware, momentum-based portfolio that can switch between a defensive hedged stance (UVXY) and a diversified mix of equity/bond/commodity positions depending on market signals.

Out-of-sample results show the strategy beating the S&P on a risk-adjusted basis (Sharpe ~1.11 vs ~0.98) with positive alpha and regime-aware hedges. A dynamic, diversified mix targets stronger growth while keeping drawdowns disciplined.