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123paturel VT/GLD (zoop's Edit)
Today’s Change

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About

All-in daily rotation. Default: VT (global stocks). If QQQ is very hot, hedge with VXX; if very cold, swing to TQQQ (3x QQQ). If the market is in a downtrend, use GLD only when tech is also weak; otherwise stay in VT.
NutHow it works
Each day it checks a few simple signals: 1) If Nasdaq-100 (QQQ) looks extremely “hot” over ~2 weeks (RSI>79), switch to VXX (a fear/volatility play). 2) If QQQ looks extremely “cold” (RSI<32), buy TQQQ (a 3x bounce bet). 3) Otherwise, if the S&P 500 is below its 200‑day average, go defensive: hold GLD only if QQQ is also weak short‑term; else hold VT. 4) In all other cases, hold VT (global stocks).
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns. Sharpe 2.61 vs 2.50, annualized return ~30.5% vs ~29.3%, Calmar ~9.64. Similar drawdowns; a simple rules-based rotation that tends to beat the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.49
0.93
0.28
0.53
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
169.41%
13.52%
0.19%
3.76%
0.75
8,515.63%
76.83%
-0.27%
5.12%
1.81
Initial Investment
$10,000.00
Final Value
$861,563.20
Regulatory Fees
$1,190.39
Total Slippage
$7,871.48
Invest in this strategy
OOS Start Date
May 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, etf rotation, mean reversion, trend following, volatility hedge, daily, single-position, leveraged etfs
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type