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20d vs 60d Juiced w/ BTC
Today’s Change

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About

Rides Bitcoin uptrends with a small sleeve (≈30%), picking the hottest BTC‑linked asset over the last week. If Bitcoin isn’t favorable, it switches to a tech/S&P trend system, sometimes moving to cash or hedging. Uses 2x/3x ETFs; very high risk.
NutHow it works
Step 1: Is Bitcoin in an uptrend (using average-price trends) and not overheated (RSI = how fast price has been rising)? If yes, put about 30% into the strongest Bitcoin-linked fund/miner over the last week. Step 2: If not, use a stock plan: ride tech/S&P uptrends (3x funds), hold T‑bills when weak, and occasionally hedge with VIX funds or buy dips. Rebalanced daily. Very high risk.
CheckmarkValue prop
Out-of-sample edge: ~23.14% annualized return vs SPY ~21.75%, backed by BTC-led uptrends and tech/S&P trend-following with hedges. Higher risk but potential for larger crypto-driven gains; max drawdown ~72% (Calmar ~0.32) vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.25
2.51
0.13
0.36
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
58.76%
21.67%
3.07%
6.63%
1.33
1,869.46%
254.09%
12.33%
110.7%
1.64
Initial Investment
$10,000.00
Final Value
$196,946.33
Regulatory Fees
$739.84
Total Slippage
$3,494.69
Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Crypto momentum, trend following, tactical allocation, leveraged etfs, volatility hedge, tech-focused, bitcoin miners, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type