A daily, regime-based, momentum-driven strategy that rotates into one levered ETF pick per regime (volatility, aggressive long, defensives, or bottom-fishing) using RSI momentum rankings and a trend filter (200-day MA).

- The system runs daily and looks back about 14 days to rank candidate ETFs by momentum (using RSI). - It first checks a market trend filter: is the broad market (SPY) above its 200-day moving average? This helps decide which regime bucket to consider. - If the market is in the uptrend, it leans into the 'Let's Volatile' bucket and selects the single volatility-oriented pair (VIXM and UVXY) with the weakest/strongest momentum signal according to RSI, effectively aiming to profit from rising volatility when conditions permit. - If not, it travels through other buckets in a fixed order: 'Up We Go - To The Top!' (levered long bets on SPXL, TQQQ, SOXL), 'Defensives To The Upside!' (defensive-like plays such as consumer staples proxies and other defensive or balanced exposures), and 'From the Bottom - Up We Go!' (bottom-fishing style picks like SPXL and TQQQ when the market breadth shows a rebound potential). - Within each bucket, the strategy chooses one asset (or a small set) based on RSI screens and then allocates to it. Some branches also compare current price to a moving-average threshold or to other benchmarks (e.g., SPY vs SPY 200-day MA, SPY RSI thresholds) to refine the regime that’s active. - Rebalance occurs daily, and the weights shown (e.g., 90/100 or 100/100) indicate emphasis on the chosen regime’s assets rather than spreading evenly across a broad basket. - The result is a single-position-per-regime approach that aims to ride momentum in the chosen ETF while staying sensitive to market regime shifts and volatility spikes.

Out-of-sample, regime-rotating momentum shows stronger risk-adjusted gains vs SPY: ~113% annualized vs ~19%, Sharpe ~1.34 vs ~1.12, Calmar ~1.63. Daily regime picks target bigger upside with disciplined risk; drawdowns can be larger.