241007 BASE KMLM SVIX BSC v2 TEC/SOX/HIB Baller v BIL *SSL
Today’s Change (Aug 6, 2026)
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About
Daily, high‑octane ETF strategy that swings between leveraged tech/semis bulls and bears using “hot/cold” signals plus bond and volatility checks, and parks in T‑bills when conditions aren’t friendly.
Each day it checks the backdrop first: is volatility calm (SVIX, an inverse VIX fund, is firm) and is Tech not too hot vs KMLM (a trend‑following managed‑futures fund)? If not, it holds T‑bills (BIL).
If yes, bond/credit trends pick a bull or bear stance. Then a “hot/cold” meter (RSI) on TQQQ (3× Nasdaq) and recent 1–6 day moves drive tactics:
- Washed‑out → buy TECL/SOXL/HIBL (3× Tech/Semis/High‑Beta).
- Overheated or big pop → use UVXY/TECS/SOXS/HIBS (hedges) or step back to T‑bills.
Bond cues can add or cut long‑Treasury exposure.
Out-of-sample edge: ~32% annualized return vs SPY ~18.6%, with negative beta and built-in hedges. Higher upside in favorable regimes; risk controls via volatility/credit timing. Calmar ~0.96 signals solid risk-adjusted performance.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.01 | -0.63 | 0.06 | -0.25 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 78.55% | 14.37% | 2.46% | 6.63% | 0.86 | |
| 3,419.04% | 128.13% | 21.88% | 22.59% | 2.11 |
Initial Investment
$10,000.00
Final Value
$351,904.29Regulatory Fees
$1,217.09
Total Slippage
$10,511.72
Invest in this strategy
OOS Start Date
Nov 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, leveraged tech/semis, volatility timing, trend and mean‑reversion, bond/credit filters, daily rebalance
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks