A daily, regime-driven rotation among leveraged stock/tech bets and volatility/bond hedges to ride macro trends while hedging risk. It uses momentum, RSI-like signals, and cross-asset screens to pick one asset per group (often a 3x levered ETF) and rebalances daily.

- The system rebalances daily, choosing from a large set of assets across equities, volatility, bonds, gold, currencies, and commodities. - It uses a tiered decision framework. First, it looks for regime signals like overbought/oversold conditions and risk-off vs risk-on cues. Examples include volatility-oriented play (UVXY, VIXY) when risk is high and broad equity tilt (levered tech or semis ETFs) when risk is moderate or accommodative. - Signals are a mix of momentum and mean-reversion ideas: relative strength, moving-average comparisons, and exponential moving averages guide which assets are favored. When an asset is selected, the model puts a 100% weight on that single pick within that group (or uses a precise weight allocation noted in the rules). - Cross-asset checks are embedded to avoid naive bets. For instance, bond proxies (BIL, TLT, TMF, TMV, SHY, AGG) and currency/commodities proxies (UUP, GLD, DBC, EWZ, UCO) are used to confirm or prune equity/volatility bets. The strategy also includes defense-oriented baskets that favor safer assets when long-term trends look unfavorable. - A backtestable window from 2012 onward is baked in, enabling historical evaluation of regime shifts and the behavior of leveraged bets across multiple cycles. The overall aim is to exploit both up and down markets by rotating into the best-expected asset in real time, while leaning on volatility and fixed-income hedges when risk spikes. - It’s a dense, rule-heavy framework reliant on a large universe of tickers, and it assumes execution of short-term leveraged bets with disciplined risk handling; in practice, real-world friction and the borrowed nature of leverage can impact results relative to the backtest.

Regime-driven rotation into levered bets with hedges aims for outsized upside. Out-of-sample: ~50% annualized return vs SPY ~21%; drawdowns ~49% vs ~19%, yet Calmar ~1.01 indicates competitive risk-adjusted edge for tolerant investors.