A daily, rule-based tactical allocator that picks one instrument from volatility hedges, leveraged and unlevered equities, and bonds/treasuries using 14-day momentum and 200-day trend checks. It favors the asset with the strongest, least-extreme momentum and allocates ~90% to that pick with a ~10% cash cushion, rebalancing each day to ride regime shifts.

- The strategy runs every trading day and looks at a 14-day window for momentum signals, plus a long-term trend check using a 200-day moving average. - It treats SPY as a proxy for the broad market’s trend and uses its price relative to the 200-day average to gauge whether markets are in an uptrend. - It also monitors volatility proxies (VIXM and VIXY) and momentum signals to decide whether risk is rising or falling. - Across several asset groups (volatility hedges, leveraged equities, regular equities, and bonds/long-duration Treasuries), it ranks assets by a momentum rule (based on RSI with a 14-day lookback) and selects the one with the least extreme momentum (the “bottom” RSI) to own. - When it chooses an asset, it assigns about 90% of available capital to that instrument and keeps roughly 10% in cash or unallocated buffer, then reweights daily. - The vote-structure includes conditional branches that spread decisions across assets like SPY, SPXL, TQQQ (levered bulls on SPY/QQQ), QQQ, SPY, BND, TMF/TMV, and the VIX ETFs. The intent is to ride uptrends with leverage when the market breadth and momentum look favorable, but to hedge or shift into bonds/treasuries or volatility when volatility and risk signals deteriorate. - Overall, it is a dynamic, single-instrument-at-a-time tactical strategy designed to capture regime shifts rather than maintain a fixed allocation.

Out-of-sample edge: ~46.8% annualized return vs SPY ~20.6%, Calmar ~0.97, Sharpe ~0.99. Daily picks across levered equities, volatility hedges, and bonds with ~10% cash. Drawdowns may be larger, but upside far exceeds the S&P 500.