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CounterBalancer - Low R/R (Dec) (Low Risk)
Today’s Change

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About

A daily, rules‑based switcher. In calm uptrends it rides fast tech/semis (3x ETFs). In selloffs or when things look over‑stretched, it pivots to inverse/volatility hedges, gold/defensives, or T‑Bills. Uses trend, RSI, and recent moves to buy dips or fade spikes.
NutHow it works
Each day it asks: is the market rising and calm, or falling/overheated? - If healthy: it holds fast, tech‑heavy funds (like 3x Nasdaq/Tech/Semiconductors). - If weak or “too hot”: it flips to hedges (inverse funds), volatility trades (UVXY/SVXY), gold/defensive sectors, or T‑Bills. It uses simple rules: long‑term trend (price vs its 200‑day average), a short‑term “speedometer” (RSI: high = stretched, low = washed‑out), and recent gains/losses to “buy dips” or “sell rips.” Positions are sized lighter in choppy names. It rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~133% annualized return with Sharpe ~2.44 vs SPY ~2.18 and Calmar ~10.8. A daily regime-switching system that rides tech rallies and hedges downturns - more upside with disciplined risk vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.04
1.71
0.29
0.54
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
81.44%
22.83%
0.19%
3.76%
1.4
4,095.65%
263.24%
8.77%
24.23%
2.87
Initial Investment
$10,000.00
Final Value
$419,564.57
Regulatory Fees
$1,718.49
Total Slippage
$10,232.20
Invest in this strategy
OOS Start Date
May 19, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, long/short, leveraged etfs, trend & momentum, mean reversion, volatility hedge, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type