(from QuantConnect Community) Repo name idea: Tactical Momentum with Defensive Overlay

Type: Tactical Asset Allocation / Multi-Asset Momentum

Core Logic (plain English): - Pick large-cap US equities and rank them by momentum (10/30/60-day blend + raw 20-day). - Optimize equity weights (maximize Sharpe) when enough strong candidates exist. - Add a defensive overlay (inverse ETFs, Gold, Treasuries, defensive sectors) under bearish/neutral regimes. - Park idle cash in BIL / GLD. Apply ATR + regime-aware dynamic stop-loss per position.

Backtest (your run): Period: 2019-01 ~ 2025-10 CAGR (CAR): ~35% Max Drawdown: ~18% Sharpe: ~1.3

Source / Usage: Originally shared in the QuantConnect community. This file is annotated for record, research & learning only.