BisonQuant Dancing Hippo
Today’s Change (Jul 13, 2026)
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About
A fast, rule‑based, daily market‑timer. In uptrends it pushes into tech/semis with 3× ETFs and sometimes 2× single‑stock ETPs; when markets look hot or break down, it flips to hedges (volatility, inverse, bonds, cash). Very volatile/high risk.
Each day it checks trend and “heat.” If the S&P 500 (SPY) is trending up, it rides momentum in tech/semis with 3× funds (TQQQ/SOXL/TECL/UPRO) and sometimes 2× single‑stock ETPs (NVIDIA, Apple, Amazon, Tesla). If things look overheated or weak, it flips to hedges: UVXY/VIXY (volatility), SQQQ/PSQ/FAZ (inverse), TMF/TLT (Treasuries), or cash (BIL)/BTAL. Signals use moving averages (trend), RSI (0–100 hot/cold), and recent % moves. One filter uses KMLM (managed‑futures) as a trend compass.
Out-of-sample: ~50.4% annualized returns, Calmar ~10.46, Sharpe ~1.42, max drawdown ~4.83%. Daily regime-switching shifts to tech leaders in uptrends and hedges in downturns - stronger upside than SPY with risk control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 3.03 | 1.21 | 0.13 | 0.37 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 35.62% | 27.21% | 4.34% | 11.4% | 1.43 | |
| 5,252.76% | 2,220.18% | 14.83% | 103.77% | 5.58 |
Initial Investment
$10,000.00
Final Value
$535,276.04Regulatory Fees
$405.14
Total Slippage
$3,225.48
Invest in this strategy
OOS Start Date
Jun 11, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, mean-reversion, regime-switching, leveraged etfs, volatility hedging, market timing, tech/semis focus
Tickers in this symphonyThis symphony trades 99 assets in total
Ticker
Type
AAPX
T-Rex 2X Long Apple Daily Target ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
AMZZ
GraniteShares 2x Long AMZN Daily ETF
Stocks
BABA
Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
Stocks
BAM
Brookfield Asset Management Ltd.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks