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ETF Sort, Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix
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About

Rides the 3 strongest stock-market segments with 3x funds, sizes them by calmness, and quickly cuts risk when fear or rising rates appear—temporarily moving to Treasuries, the US dollar, gold, or cash.
NutHow it works
Each day it picks the 3 stock segments with the best ~200‑day gains (Nasdaq, S&P 500, Dow, mid caps, small caps, emerging) and gives more weight to the calmer ones. It stays in their 3x funds unless fear spikes or rates trend poorly, then it shifts partly or fully to Treasuries, US dollar, and gold (or briefly to cash).
CheckmarkValue prop
Out-of-sample annualized return ~23.4% vs S&P 19%, with a disciplined, 3x-levered rotation across top sectors. It favors calmer sleeves and pivots to Treasuries/USD/Gold in fear or rising rates, aiming for higher upside with built-in risk controls.
Invest in this strategy
OOS Start Date
Jul 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, trend following, volatility filters, risk-on/off, safe-haven shifts, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type