V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1
Today’s Change (Aug 23, 2026)
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About
Switches modes by market stress. In bears, mostly T‑bills, only buying 3× S&P/Nasdaq after big weekly drops (and avoiding chase after big 1‑day rebounds). In bulls, a higher‑growth mix of 3× stocks plus 3× long Treasuries, with a safety switch to T‑bills.
How it worksStep 1: Decide regime. If the S&P 500 (SPY) has had a >10% worst drop from a recent high in the past year, it’s “bear”; otherwise “bull”.
Bear: Sit in T‑bills (BIL) unless there’s a 1‑week drop ≥5% in QQQ (Nasdaq‑100) or SPY; then buy the 3× fund (TQQQ/UPRO) unless it already bounced >5% in 1 day — then stay in BIL.
Bull: If SPY is calm/up‑trending, go risk‑on: ~55% in UPRO/TQQQ (tilted to the calmer one) + 45% in 3× long Treasuries (TMF). Else hold BIL.
Value propRegime-switching, risk-managed strategy that adapts to bears and bulls. Out-of-sample ~20% annualized return with a Treasury ballast and disciplined dip-buying—delivering a differentiated path versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.2 | 0.88 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 788.51% | 14.24% | 2.33% | 3.36% | 0.86 | |
| 10,990.48% | 33.23% | -0.33% | -1.16% | 1.14 |
Initial Investment
$10,000.00
Final Value
$1,109,048.48Regulatory Fees
$1,178.60
Total Slippage
$7,741.04
Invest in this strategy
OOS Start Date
Mar 31, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Regime switching, dip-buying, leveraged etfs, tactical allocation, trend filter, inverse-vol weighting, equities and treasuries, no k-1
Tickers in this symphonyThis symphony trades 6 assets in total