BisonQuant Holy Roller
Today’s Change (Oct 12, 2026)
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About
Daily, tech‑heavy, rules‑based rotation using leveraged ETFs. It follows a long‑term trend and a short‑term “heat gauge” (RSI) to switch among aggressive tech, volatility (UVXY), inverse tech (SQQQ), or short‑term bonds (BSV).
How it worksRebalanced daily, it rotates among: TQQQ (3× big‑tech), TECL (3× tech), SOXL (3× semis), SQQQ (3× inverse big‑tech), UVXY (volatility “fear” fund), and BSV (short‑term bonds). It uses two cues:
• Trend: is TQQQ above its 200‑day average?
• RSI, a 0–100 heat gauge.
In uptrends, most sits in TQQQ; if TQQQ is very hot (10‑day RSI>79) that sleeve flips to UVXY. Otherwise it holds a steadier‑weighted mix of TQQQ/TECL/SOXL. If washed‑out (RSI<31), it may buy SOXL for a bounce or—if the short‑term trend is down—switch to SQQQ or BSV (whichever is stronger).
Value propExplosive upside: an out-of-sample annualized return near 79% with a Calmar of ~2.74, outperforming the S&P on growth while using regime and volatility timing to manage risk. Note: drawdowns can be larger in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.9 | 1.74 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 715.43% | 15.12% | 2.37% | 3.83% | 0.93 | |
| 200,526,253.39% | 164.81% | 13.82% | 11.59% | 1.86 |
Initial Investment
$10,000.00
Final Value
$20,052,635,339.16Regulatory Fees
$13,771,015.88
Total Slippage
$132,793,565.87
Invest in this strategy
OOS Start Date
Jun 26, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged tech etfs, trend following, mean reversion, volatility timing, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total