A daily, regime-switching, single-asset, leveraged-exposure strategy that uses momentum and volatility signals to pick one ETF to own: in bull markets it tilts to leveraged tech/equity ETFs, in bear markets it shifts to defensives/treasuries and volatility hedges, and in uncertain times it stays out of high-risk bets. It’s highly concentrated (100% in one asset at a time) and uses leveraged instruments, so it carries substantial risk alongside potential upside.

Every trading day the system evaluates a set of momentum-like checks (not your standard RSI tutorial, but a momentum gauge using recent performance of major ETFs). Depending on the outcome, it assigns a single asset to own at full weight (100%) for that day. There are three broad regimes: - Bull Market: favor leveraged growth/tech exposure (examples include TQQQ, QLD, QQQ) with possible volatility hedges. - Normal Market: a mixed, more moderate posture across growth and defensive elements as conditions warrant. - Bear Market: pivot toward defensive assets and hedges (e.g., cash-like treasury exposures SHY, USD proxies UUP, and consumer staples/utilities XLP/XLU with selective energy exposure XLE). The front gate uses momentum indicators against references like SPXL, SPY, BIL/IEF, and moving-average price checks to decide regime and asset. When a signal says “go long volatility,” UVXY can be chosen; when it signals “risk-off,” SVXY or cash-like components may be used. The strategy is rebalanced daily and keeps a single asset at 100% weight, meaning no diversification across multiple assets in a given signal. It also includes a customizable block to substitute alternative market strategies (the code hints at swapping in a different bullish block). Important note: this is a high-risk, high-reward approach due to leverage and concentrated exposure; it’s not suitable for all investors and can experience large drawdowns in abrupt regime changes.

Out-of-sample edge: Sharpe ~1.71 vs 1.32, annualized return ~76% vs ~22%, and Calmar ~2.54. A disciplined, regime-switching strategy offers higher upside with hedges in downturns, but accepts larger drawdowns during regime shifts.