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🐟 Swedish Fish v1.a | NoWAM | 50/50
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About

A daily 50/50 barbell: chase big tech rallies with 3x funds when trends are healthy; cut or hedge quickly in selloffs; a separate bond sleeve flips between long/short Treasuries or cash by trend. Very aggressive; built to switch fast.
NutHow it works
It splits money roughly 50/50. Stocks: ride strong trends with “turbo” tech funds (TQQQ=3x Nasdaq‑100, SOXL=3x semis, TECL=3x tech, UPRO=3x S&P, URTY=3x small‑caps). If markets overheat or roll over, it cuts risk or hedges (PSQ/SQQQ=short Nasdaq‑100, UVXY/SVXY=volatility, XLP/SPLV/BTAL/UUP/Treasuries). Bonds: rotate among TMF/TLT (long Treasuries), TMV (short Treasuries) and T‑Bills (BIL/SHV) by trend. Uses price vs averages, quick drops/gains and a “hot/cold” meter (RSI). Rebalances daily.
CheckmarkValue prop
Dynamic 50/50 barbell: chase tech rallies with leveraged ETFs, then hedge quickly and rotate into Treasuries/cash in dips. Out-of-sample: annualized return ~15%, Sharpe ~0.64, max drawdown ~31.7%. A risk-aware complement to the S&P 500.
Invest in this strategy
OOS Start Date
Dec 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, leveraged etfs, volatility hedge, bonds momentum, risk-on/risk-off, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type