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Eastbound & Down
Today’s Change

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About

A fast, rules‑based trader that flips between cash, long/short semiconductors, tech, and Treasuries. It uses simple signals: RSI (a 0–100 heat gauge), volatility spikes, bonds‑vs‑Nasdaq strength, and an inflation trend check to decide what to hold.
NutHow it works
Daily, it: 1) If fear jumps (a volatility fund’s RSI—a 0–100 “speedometer” of recent moves—is hot), park in cash (SHV). 2) If bonds look stronger than the Nasdaq (via RSI), take a cautious path; else, a bolder one. 3) Use semiconductor RSI to time turns: very hot → short semis (SOXS); very cold → long semis (SOXL); mid‑range → hold tech (XLK/TECL) and sometimes bet against long Treasuries (TMV) if inflation (RINF) trends up; otherwise use a defensive mix (PSQ/TLT/SHV).
CheckmarkValue prop
Diversified, risk‑controlled exposure to tech/semis with volatility and inflation filters. Beta ~0.75 reduces market risk vs SPY, adds diversification, and targets regime‑driven alpha with cash buffers during spikes—an active complement to SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.64
0.66
0.13
0.37
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
121.76%
14.74%
0.19%
3.76%
0.76
4,781.92%
95.64%
14.15%
7.15%
1.98
Initial Investment
$10,000.00
Final Value
$488,192.42
Regulatory Fees
$1,935.55
Total Slippage
$12,238.55
Invest in this strategy
OOS Start Date
Jan 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum & mean-reversion, volatility filter, leveraged etfs, tech/semiconductors, treasuries, inflation trend
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type