A daily, rule-based rotation among levered equity bets, volatility plays, bear bets, and defense assets guided by momentum, trend, and regime signals to ride up moves, hedge declines, and adapt to market cycles.

- The system runs a daily evaluation using a large asset universe of ETFs. It splits into regimes based on market signals such as momentum, trend, and “overbought/oversold” conditions. - If the market looks overbought (strong up move, high momentum), it tends to favor volatility and bear/bear-like bets (UVXY, VIXY, SOXS, SPXS, SQQQ) to profit from a pullback or volatility spike. - If the market looks oversold or turning up from a dip, it shifts toward levered long bets (TECL, TQQQ, SPXL, UPRO, SOXL) and other momentum plays, aiming to ride a rebound. - A separate “defense” basket can be selected when trend signals weaken, favoring bonds (SHY, IEF, TLT, TMF), cash proxies, and a few defensive equities (GLD for gold, XLP for staples, etc.). - Signals used to rank and pick assets include: relative strength vs a benchmark (RSI-style measures), moving-average comparisons (e.g., 210 vs 360-day EMAs), and performance metrics like cumulative return or moving-average return over short windows. Assets are often chosen from within a group using a top/bottom selector and then weighted, typically with equal-ish allocation across the selected items. - The entire portfolio rebalances daily, aggressively rotating between leveraged bets, volatility hedges, bear/defense bets, and defensive assets depending on the regime. This creates a highly active, risk-on/risk-off rotation intended to exploit market cycles while attempting to cap downturns with hedges. - Expect large drawdowns in down markets due to leverage and volatility exposures, but potentially outsized gains when regimes align and leverage pays off. The exact parametric rules (which assets are chosen in which regime, the exact windows for RSI/MA signals, and the weightings) are nested and quite specific, which makes the system sensitive to regime shifts and market structure changes.

Dynamic daily regime rotation among leveraged bets, volatility hedges, and defenses seeks outsized gains (about 69.6% annualized) with low beta (~0.49) and Calmar ~1.41, aiming to outperform the S&P 500 across cycles while managing risk.