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BM 15/15 BB
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About

Aggressive swing system that flips between 3x tech/semis bulls (TECL, SOXL), inverse hedges (SOXS, TECS, SQQQ), or cash‑like T‑bills (BIL) using overbought/oversold signals, volatility (VIX), and bond trends to buy dips, fade spikes, or stand aside.
NutHow it works
Rotates among a few leveraged ETFs: SOXL/SOXS (3x semis), TECL/TECS (3x tech), TQQQ/SQQQ (3x Nasdaq, used for signals), TMF/TMV (3x long/short long‑term Treasuries), ERX (2x energy), and BIL (T‑bills). It: - Buys TECL/SOXL after sharp drops if bonds/volatility look calm. - Shorts via SOXS/TECS/SQQQ after big “pops” or when readings say overbought. - Parks in BIL when trend is weak or volatility/bonds flash risk‑off.
CheckmarkValue prop
Out-of-sample, this strategy targets large upside (~75% annualized) with disciplined leverage in tech/semis and risk controls—Calmar ~2.62; Sharpe ~1.45—aiming to outpace SPY’s ~35% while hedging to limit drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.14
1.41
0.13
0.36
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
499.91%
14.08%
-1.67%
2.89%
0.87
548,303,314.56%
213.1%
9.2%
-2.36%
2.06
Initial Investment
$10,000.00
Final Value
$54,830,341,455.75
Regulatory Fees
$169,253,630.57
Total Slippage
$1,217,481,413.23
Invest in this strategy
OOS Start Date
May 2, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical market timing, leveraged etfs, tech/semiconductor focus, mean reversion + trend, volatility filter, bond regime filter, short exposure, high turnover
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type