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Darpa Snap Scalp v1.6 BIL (27.7/7.2)
Today’s Change

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About

A simple daily switch: buy 3x tech (TQQQ) after sharp drops, buy 2x volatility (UVIX) when tech looks overheated, otherwise sit in T‑bills (BIL). Uses an RSI “speedometer” to spot extremes. Built for choppy, high‑vol markets; very aggressive.
NutHow it works
Daily, it checks a “speedometer” called RSI on TQQQ (a 3x, turbo tech‑Nasdaq fund). RSI scores 0–100: low = washed out, high = overheated. - If 5‑day RSI < 15: buy TQQQ (bet on a rebound). - Else if 10‑day RSI > 78: buy UVIX, a 2x “fear” fund that rises when volatility spikes. - Otherwise: hold BIL, a T‑bill (cash‑like) ETF. Exposures: big US tech, market volatility, or cash.
CheckmarkValue prop
Diversified, risk-managed exposure with near-zero beta and positive out-of-sample alpha. Calmar ~0.68, Sharpe ~0.44. Rotates among leveraged tech, volatility, and cash to navigate volatile markets—potentially steadier gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.19
0.33
0.07
0.27
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
56.55%
13.22%
3.07%
6.63%
0.78
113.3%
23.34%
0.3%
3.79%
1.04
Initial Investment
$10,000.00
Final Value
$21,329.81
Regulatory Fees
$12.60
Total Slippage
$80.95
Invest in this strategy
OOS Start Date
Apr 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, volatility timing, leveraged etfs, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type