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* Daily: Risk On - TQQQ/Risk Off - Bonds (60d CR BND > BIL + SPY 20d DD < 180d DD) 10/4/2011
Today’s Change

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About

A daily risk-on/risk-off switch: ride leveraged tech (TQQQ) in calm uptrends, flip to long Treasuries (TMF) or short‑term Treasuries (SHY) in stress, park in T‑bills (BIL) when bonds lag, and briefly hedge with UVXY when tech looks overheated.
NutHow it works
Checked daily; the portfolio holds one fund at a time. - If tech (TQQQ) is extremely hot, briefly hedge with UVXY. - Else if stocks just fell hard, hide in short‑term Treasuries (SHY). - Else if core bonds (BND) beat cash‑like bonds (GSY): buy TQQQ if stock damage is mild; otherwise buy long Treasuries (TMF). - If bonds aren’t strong, sit in T‑bills (BIL).
CheckmarkValue prop
Dynamic, rules-based rotation between leveraged tech and Treasuries with a UVXY hedge. It adds diversification and a clear risk-control framework to complement the S&P 500, offering a measured out-of-sample risk-adjusted profile (Sharpe ~0.33).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.61
1.12
0.18
0.43
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
681.54%
15.72%
3.07%
6.63%
0.95
Initial Investment
$10,000.00
Final Value
$173,343,697.91
Regulatory Fees
$349,518.17
Total Slippage
$2,501,070.90
Invest in this strategy
OOS Start Date
Oct 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,risk-on/risk-off,trend and drawdown filters,leveraged etfs,volatility hedge,daily rebalanced,etf rotation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type