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Algo 1.2 (Buy Copy)
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About

Daily, one-position plan. If markets look extremely hot, it hedges with UVXY (volatility). Otherwise it buys 3x tech/semis bulls on dips or 3x bears when conditions worsen, guided by a simple tech‑vs‑KMLM trend check. High risk due to leverage/UVXY.
NutHow it works
Each day it checks a price “speedometer” called RSI (0–100). If many market funds look red‑hot (RSI ≈80+), it buys UVXY—a fund that jumps when fear/volatility spikes—betting on a pullback. If not: (1) If volatility is heating, it picks a 3x tech/semis bear (SQQQ/SOXS/TECS). (2) Else, if 3x bulls (TQQQ/SOXL/TECL/SPXL) look washed out (RSI<30), it buys them. (3) Else, it compares tech (XLK) vs KMLM (a trend‑following futures ETF): if tech is stronger, buy a 3x tech bull; if not, buy a 3x bear. Holds one ETF; rebalances daily.
CheckmarkValue prop
Out-of-sample shows this strategy trails SPY: about -44% annualized return, -1.23 Calmar, -0.55 Sharpe, 36% max drawdown. Not a core allocation; used sparingly as a crisis hedge alongside a core SPY plan.
Invest in this strategy
OOS Start Date
Jul 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, mean reversion + momentum, volatility hedge, leveraged etfs, tech/semis focus, daily rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type