A complex, rules-based, multi-asset system that toggles between BTAL hedging and leveraged tech/broad-market plays based on RSI/momentum/volatility signals, with macro themes for overbought/oversold regimes and defense in rising/falling rate environments.

The strategy is a rules-based, multi-asset trader that watches a broad menu of markets. It uses market conditions (mainly, whether the S&P is overbought or oversold via RSI, plus trend/momentum signals) to tilt into or away from risk. When the model senses stress or extreme risk, it tends to shift into BTAL (a hedge that aims to reduce beta exposure) and into safer assets like bonds or cash proxies. When signals suggest a favorable risk environment, it may tilt toward leveraged tech and broad-market bets (SOXL, TECL, TQQQ, SPXL) plus selective commodity/currency exposures. The engine uses a hierarchy of themes (Overbought, Oversold, Bear Market, Defense) and picks assets with filters (top/bottom by moving-average momentum, RSI levels, etc.), usually weighting the chosen asset heavily. It does not rebalance on a fixed schedule, but responds to triggering conditions that push allocations toward a single asset or a small set of assets per theme. The goal is to provide upside participation in favorable regimes while containing losses through hedges and defensive bets when conditions deteriorate.

Adaptive, rules-based multi-asset strategy using BTAL hedges and regime-driven bets. Seeks diversification and downside protection. Out-of-sample: ~11.8% annualized with ~0.47 Sharpe, but can incur large drawdowns (~65%) versus SPY's ~19%.