BisonQuant Remix 001 half-low catch / 0.50% SLIPPAGE s90 50/40 maxDD (648/30 s04-02-24) 2.89sh 79.8sd
Today’s Change (Jun 23, 2026)
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About
A fast, tactical strategy: follow the market trend, ride tech/semis in uptrends, buy panic dips, and switch to “fear” (VIX) or Treasuries when things look too hot. Uses many 3x ETFs and contrarian metals/bitcoin tilts—very aggressive and risky.
1) Reads the market’s “weather”: if the S&P 500 is above its 200‑day average, it treats it as a bull market; otherwise, a bear market.
2) Uses a hot/cold meter (RSI, 0–100) to spot extremes. In bulls it rides 3x tech/semis/S&P (SOXL/TQQQ/TECL/UPRO). If things look too hot, it flips to “fear” funds (UVXY/VIXY). After panic drops (esp. in semis), it buys the dip in beaten‑down 3x sector funds.
3) Adds small contrarian trades in gold/silver and bitcoin at extremes, and sometimes leans on Treasuries (TMF/TLT) or T‑bills (BIL). Positions from multiple sleeves are blended by recent volatility. This is very aggressive and can swing widely.
Out-of-sample, this strategy outperforms the S&P on a risk-adjusted basis (Sharpe 3.58 vs 2.04), with alpha and tactical hedges. It captures tech momentum, buys dips, and uses volatility/treasury hedges for higher upside with managed risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.16 | 1.75 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 47.21% | 19.31% | 0.09% | 13.88% | 1.16 | |
| 11,788.61% | 785.81% | 40.66% | 196.87% | 3.08 |
Initial Investment
$10,000.00
Final Value
$1,188,861.42Regulatory Fees
$776.35
Total Slippage
$6,517.13
Invest in this strategy
OOS Start Date
Jun 8, 2026
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical, trend-following, mean-reversion, leveraged etfs, volatility hedging, crash-catcher, sector rotation, multi-asset
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BITX
2x Bitcoin Strategy ETF
Stocks
DPST
Direxion Daily Regional Banks Bull 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLL
ProShares UltraShort Gold
Stocks
KORU
Direxion Daily MSCI South Korea Bull 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks