BisonQuant Juiced Remix Memory Moonshot v3 — Layered T-Bill Safety Net
Today’s Change (Jun 23, 2026)
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About
Aggressive chip/memory/storage/robotics exposure when prices trend up; otherwise each slice parks in T‑bills (BIL). If the market looks overheated, shift to ~70% BIL / 30% UVXY; if it breaks down, go 100% BIL. Rebalanced daily; limited bear‑market testing.
How it worksWhat it owns: chip/memory/storage/robotics names (e.g., Micron/MU; Seagate/STX; Western Digital/WDC; Lam Research/LRCX; semi & robotics ETFs: SOXL, SMH, SOXX, BOTZ, ROBO).
Rule 1 (per holding): keep it only while price is above its 100‑day average (a long trend line). If not, park that slice in BIL (a T‑bill ETF).
Rule 2 (market very hot): if SPY’s 10‑day RSI—a short‑term “hot/cold” meter—exceeds 79, shift to roughly 70% BIL / 30% UVXY (a fund that jumps when volatility spikes, but usually decays).
Rule 3 (market broken): if SPY falls below its 200‑day average, go 100% BIL.
Rebalanced daily. Backtest mostly covers a 2025–2026 bull run; crash protection in a deep semi downturn is unproven.
Value propOut-of-sample Sharpe ~9 vs S&P ~2, with strong alpha from a tech-cycle tilt (semiconductors, memory, robotics). Built-in risk controls—trend filters, cash/BIL, and UVXY hedges—aim to boost upside while limiting drawdowns vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 8.34 | 6.7 | 0.49 | 0.7 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 5.34% | 37.71% | 0.09% | — | 2.46 | |
| 356.89% | 1,136,073.52% | 94.31% | — | 8.05 |
Initial Investment
$10,000.00
Final Value
$45,689.29Regulatory Fees
$4.20
Total Slippage
$29.15
Invest in this strategy
OOS Start Date
Jun 8, 2026
Trading Setting
Daily
Type
Stocks
Category
Trend-following, semiconductors, memory/hbm, storage, robotics, leveraged etfs, volatility hedge, t-bills, daily rebalance
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
LRCU
Tradr 2X Long LRCX Daily ETF
Stocks
LRCX
Lam Research Corp
Stocks
MU
Micron Technology, Inc.
Stocks
MUU
Direxion Shares ETF Trust Direxion Daily MU Bull 2X ETF
Stocks
SM
SM Energy Company
Stocks
SNDK
Sandisk Corporation Common Stock
Stocks
SNDU
T-REX 2X Long SNDK Daily Target ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks