A daily-regime rotating strategy that buys one best-fit leveraged or hedging ETF from many baskets (overbought, oversold, inflation/rate scenarios, defense) based on market signals. It aggressively shifts into volatility, leverage, or hedges to match the current regime.

- The system watches SPY as a market bellwether and looks for “overbought” or “oversold” signals. If SPY looks overbought, it shifts toward volatility hedges (UVXY/VIXY) or downside hedges; if SPY looks oversold, it checks bonds before buying riskier ETFs. - It also maintains separate baskets for inflation/rate scenarios: one that benefits from rising rates (TMV, bear/short Treasury exposure) and one that benefits from falling rates (TMF, Treasury bull). - Within each basket, it screens a set of candidate ETFs (like TECL, TQQQ, SOXL, SPXL, QLD, UPRO, etc.), ranks them by a chosen metric (momentum, moving-average return, cumulative return), and selects the top candidate to own fully (often 100% of allocated capital to that single ETF in that scenario). - The decision tree is very deep and nested, with many checks (bond signals, rate expectations, inflation signals, and sector/region bets). - The overall design is to switch to the single best performing asset under the current regime each day, then rebalance to reflect fresh signals the next day. - Because many assets are leveraged or inverses, the strategy aims for aggressive moves, not gradual, diversified exposure. Be mindful: this can produce large swings, both up and down, in line with the regime it signals.

Out-of-sample, this regime-rotating strategy targets far higher upside than the S&P 500: 66.6% annualized return with a 1.36 Calmar, but with higher drawdowns (~49%). Strong risk-adjusted edge if you tolerate bigger swings and regime shifts.