Python strategy acting as a momentum allocator across US equities, equity index futures, and a small bond/FX sleeve, with a deliberate tilt toward equities. Ranks assets on a blended 1/3/12-month momentum score, applies inverse-vol (risk-parity style) position sizing, and targets a fixed portfolio volatility. Uses a simple risk-on/risk-off regime filter based on SPX vs its 200-day MA plus realized vol to scale equity exposure dynamically.