BisonQuant Remix Smoky Ridge Momentum Shifter No.2 (MOD)
Today’s Change (Aug 23, 2026)
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About
Daily momentum rotation. Buys the 3 strongest ETFs across stocks/sectors (often leveraged), crypto, and gold miners based on ~1‑month performance. In a rare stress signal (miners hot, Nasdaq‑3x washed‑out), it moves to T‑bills. High volatility/risk.
Each day it:
1) Checks a safety tripwire using a 10‑day RSI (a 0–100 “speed” score). If gold‑miner RSI (via JNUG) is very hot (>78) while Nasdaq‑3x (TQQQ) is extremely weak (RSI<5), it parks in T‑bills (BIL).
2) Otherwise, it ranks a basket of ETFs (leveraged stocks/sectors, crypto, gold miners, plus SPY/QQQ) by ~1‑month performance, buys the top 3, splits money evenly, and rebalances daily.
Out-of-sample, this daily momentum rotation delivers superior risk-adjusted returns vs the S&P: oos Sharpe 2.65 vs 2.20, higher out-of-sample return, Calmar 22.1, and a built-in cash tripwire for stress. It captures big trends across leveraged assets with an explicit safety valve.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 3.26 | 6.74 | 0.34 | 0.58 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 3.36% | 13.91% | 2.33% | 3.36% | 1.03 | |
| 109.37% | 1,734.97% | 44.13% | 109.37% | 2.66 |
Initial Investment
$10,000.00
Final Value
$20,937.34Regulatory Fees
$6.09
Total Slippage
$37.30
Invest in this strategy
OOS Start Date
Jun 24, 2026
Trading Setting
Daily
Type
Stocks
Category
Momentum, tactical rotation, leveraged etfs, sector rotation, crypto, commodities, daily rebalance, risk-off cash
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITX
2x Bitcoin ETF
Stocks
ETHU
2x Ether ETF
Stocks
GDXU
MicroSectors Gold Miners 3x Leveraged ETN
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
INTW
GraniteShares 2x Long INTC Daily ETF
Stocks
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
MPWX
Tradr 2X Long MPWR Daily ETF
Stocks
MSTP
GraniteShares 2x Long MSTR Daily ETF
Stocks