A daily-rebalanced, multi-asset portfolio that blends volatility hedges, momentum picks, dollar/gold safety, and leveraged bonds to ride uptrends while aggressively hedging during market stress. Uses layered decision rules around volatility, rate signals, and performance trends to allocate among UVXY, BTAL, QLD, SVXY, SLV (if present), SPY, GLD, UUP, USDU, TLT, TMF/TMV, SHY, VGIT/VGLT, and related ETFs.

- The strategy runs every day and checks several regime signals to decide what to hold. - Volatility Regimes: It looks at market stress indicators (including prices of volatility-focused ETFs like UVXY and SVXY and RSI on index proxies like QQQ) to judge whether risk is rising. If stress is high, the model tilts toward hedges and safer assets (e.g., BTAL, SVXY, UUP, GLD, XLP) and reduces aggressive equity bets. If stress is low, it tilts toward growth assets (SPY, QLD) and certain anti-crash/defensive assets as complements. - Volatility checkpoints also include quick screens that compare recent performance of volatility products against other assets to decide if volatility is likely to spike or ease. - Momentum/Top Performers (Mom): The strategy screens a universe of assets (SPY, TLT, GLD, UUP, DBC, SHV, etc.) and tends to place larger weight on the best performers over a lookback period, aiming to capture the strongest trend. - Interest Rate/Macro (Bonds): A dedicated Bond bucket decides between standard (low-leverage) and levered positions in Treasury ETFs (TLT, VGIT, VGLT) and 3x leveraged bond bets (TMF for bulls, TMV for bears) based on long-term trend, RSI, and moving-average checks. This aims to balance risk and potential upside from interest-rate moves. - BlackSwan Catcher: A specialized module that uses a sharp volatility alert via UVXY/related signals to trigger a rapid hedging response, often reallocating to safety assets (UUP, GLD, BTAL, XLP, etc.) when volatility surges beyond thresholds. - Safety/Vol Targeting: Some branches explicitly seek safety when risk is high (e.g., increasing gold or dollar exposure, reducing equity exposure), while other branches attempt to maintain moderate exposure to equities when signals align with a sustained uptrend. - Rebalancing: The system is designed to rebalance daily, applying the current branch’s weights to the target asset universe and updating positions accordingly. - Ticker roles: UVXY and SVXY provide volatility exposure; BTAL is an anti-beta risk hedge; QLD/QQQ exposure provides amplified tech/QQQ-related equity exposure; TMF/TMV provide leveraged treasury exposure; GLD provides gold as a hedge; UUP/USDU provide dollar strength in stress; SPY, SPY-based products provide broad market exposure; SHY/VGIT/VGLT/TLT provide various bond exposures. The combination aims to shift between risk-on growth, risk-off hedges, and macro-aware fixed income depending on regime signals.

Adaptive multi-asset strategy beating SPY on risk-adjusted upside: OOS return ~25.8% vs 21.6%, Calmar ~1.14, beta ~1. Daily regime-based hedges across volatility, bonds, gold and momentum.