A daily, signal-driven, multi-asset sorter that blends volatility hedges, leveraged tech bets, and defensive ballast. When signals show overbought risk or high volatility, it tilts to UVXY/VIXY and hedges; when trends look favorable, it leans into leveraged ETFs (TQQQ/UPRO/SPXL/TECL/SOXL) and related sectors, with bonds and cash as ballast. The mix is built from many internal modules and weights are rebalanced daily.

- The system runs daily and rebuilds a portfolio from many sub-strategies (modules) that scan a wide set of assets. - Signals come from RSI (relative strength) screens, moving-average comparisons, and price-versus-trend checks over windows like 2–21 days, 10–200 days, and similar. - When market signals show overbought or stressed conditions (for example, the S&P 500/ SPY readings in the model’s range), the code favors hedges and volatility bets (UVXY, VIXY) and bear/short tilt ETFs (SQQQ). - When there’s a constructive trend and favorable momentum, the strategy tilts into leveraged growth bets (TQQQ, SPXL, TECL, SOXL, UPRO) to amplify upside and selectively adds other sectors/landscapes (QQQ, SMH, SPY, EEM, EWZ, XLV, XLP, etc.). - The assets are grouped and weighted; weights vary by module, often yielding combined long/short or long-only baskets. - The rebalancing is daily, with weights adjusted by the module outputs and filters (e.g., top/bottom RSI signals, cumulative returns, or moving-average price tests). - Risk controls include holding defensive assets (TLT, SHY, BIL, UUP, GLD, DBC) and using volatility hedges to dampen drawdowns during stress. - The result is a dynamic, signal-driven mix that can swing between risk-on and risk-off stances depending on the market regime.

Out-of-sample, this strategy targets outsized upside: ~72% annualized vs ~24% for the S&P, with a Calmar ~1.86 indicating strong risk-adjusted downturn resilience. It uses hedges and leverage to chase regimes, but expect higher drawdowns (~39%).