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Equity High Growth Strategy Buy 100 Sell 99
Today’s Change

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About

All-in, daily. If SPY is up or down big, buy the single best performer among mega-cap tech, SPY, or SPXL (3x S&P 500). If SPY is only slightly down, hold BIL (T-bills). Very concentrated, tech-heavy, high turnover and risk.
NutHow it works
Each day it checks how the S&P 500 (SPY) moved. If SPY was up, it puts 100% into whichever of SPY, SPXL (3x S&P 500), AAPL, MSFT, GOOGL, AMZN, TSLA, NVDA had the best 1‑day gain. If SPY was slightly down (~0% to -1%), it parks in BIL (T-bills). If SPY fell more than ~1%, it again picks the single best name from that same list. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy shows 46.79% annualized return vs SPY's 21.85%, Sharpe 1.285 vs 1.026, and Calmar 1.847—delivering superior risk-adjusted growth for investors who can tolerate higher drawdowns (≈25.34% vs 16.62%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.11
1.46
0.82
0.91
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
772.1%
15.15%
3.07%
6.63%
0.91
10,115.69%
35.18%
6.51%
15.44%
1.23
Initial Investment
$10,000.00
Final Value
$1,021,569.23
Regulatory Fees
$199.08
Total Slippage
$933.35
Invest in this strategy
OOS Start Date
Feb 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, daily filter, mega-cap tech, leveraged etf, t-bills defense, concentrated, high turnover
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type