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Darpa Perfect Scalp v1.1 VRIG (53.8/27.6)
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About

Daily switch among three ETFs using a simple “temperature” gauge on tech: buy TQQQ when it looks washed out, buy UVXY when it looks overheated, otherwise sit in VRIG. High risk due to leveraged funds and quick flips.
NutHow it works
Each day it reads a simple “temperature” gauge (RSI) on a tech‑heavy fund, TQQQ (a 3x version of the Nasdaq‑100). If that gauge says “too cold” over 22 days (<38), it buys TQQQ. If it’s not cold but looks “too hot” over 10 days (>81), it buys UVXY (a fund that jumps when market fear rises). Otherwise it parks in VRIG (a low‑volatility, floating‑rate bond fund). One holding at a time; checked daily.
CheckmarkValue prop
Out-of-sample return: 43.7% vs SPY 16.1%. Sharpe: 1.02 vs 0.84; Calmar: 1.92. An RSI-driven, tactical tilt that seeks higher risk-adjusted gains than the S&P, accepting higher drawdowns for bigger upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.49
0.63
0.09
0.3
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
264.53%
15.23%
3.07%
6.63%
0.87
11,698.12%
68.69%
0.38%
1.27%
1.53
Initial Investment
$10,000.00
Final Value
$1,179,811.89
Regulatory Fees
$1,301.71
Total Slippage
$7,719.20
Invest in this strategy
OOS Start Date
Dec 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, rsi-based, leveraged etfs, volatility, bonds/cash substitute, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type