123paturel VT/GLD (zoop's Edit)
Today’s Change (Aug 6, 2026)
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About
Daily rotation using QQQ’s RSI and SPY’s trend to switch between VT (global stocks), GLD (gold), TQQQ (3× Nasdaq‑100), or VXX (volatility): buy sharp dips, hedge after frothy rallies, and hold stocks otherwise.
Each day it holds one fund. It reads QQQ’s 10‑day RSI (a 0–100 “heat” score of recent moves; QQQ = tech‑heavy Nasdaq‑100). If RSI > 79 (very hot), it buys VXX (short‑term bet on market volatility). If RSI < 32 (very cold), it buys TQQQ (3× QQQ; very aggressive). Otherwise it checks trend: if SPY (S&P 500) is below its 200‑day average, go defensive—GLD (gold) if QQQ is below its 20‑day average, else VT (global stocks). If SPY is above trend, hold VT.
Out-of-sample edge: ~25.44% annualized return vs SPY ~24.82%, Calmar ~1.88. Daily RSI/200-day trend rotation with hedges (GLD, VXX) targets higher upside and diversification, though drawdowns may rise in tougher regimes.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.45 | 0.96 | 0.29 | 0.54 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 214.14% | 14.37% | 2.46% | 6.63% | 0.8 | |
| 9,971.66% | 71.79% | 3.58% | 2.11% | 1.75 |
Initial Investment
$10,000.00
Final Value
$1,007,165.65Regulatory Fees
$1,434.56
Total Slippage
$11,897.63
Invest in this strategy
OOS Start Date
May 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Daily tactical rotation, mean-reversion, trend-following, volatility hedge, leveraged etf, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total