A Different SPY 25.4%/19.1% DD May 4th 2007
Today’s Change (Aug 23, 2026)
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About
Two equal sleeves that ride tech/growth in uptrends and switch to inverse ETFs or Treasuries in downtrends, with a tech “washout” buy and an emergency move to short‑term bonds after sharp drops. Signals use 200/20–25‑day trends and 10‑day RSI.
How it worksThe portfolio is split into two equal parts. Each part checks simple signs of trend and stress:
- Trend: price vs its 200‑day/20–25‑day average (above = uptrend; below = downtrend).
- Stress: RSI (0–100 gauge of recent drops; under 30 = “washed out”).
In uptrends it holds growth/tech (QQQ, SPYG). In downtrends it either buys a tech dip (XLK) or goes defensive: inverse stock funds that rise when markets fall (SH/PSQ) or Treasuries (TLT/IEF). If moves are extreme, it parks in short‑term bonds (SHY/BSV).
Value propOut-of-sample edge: ~28% annualized return with Sharpe ~1.32 (vs SPY ~1.31), lower max drawdown ~15.6% vs 18.8%, Calmar ~1.80, positive alpha ~0.056, beta ~1.03. Growth tilt with defensive hedges aims to outperform the S&P with less risk.
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Invest in this strategy
OOS Start Date
Jan 12, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical allocation, trend following, momentum/rsi, tech/growth tilt, defensive treasuries, inverse etfs, market timing, risk management
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks