Extended history Inflation Protected Simple Beta Baller Signal | IEF>IBTK (Other IBT*, SPTI ,SCHQ are related) & SHY>SBND (IBTF, ITBG, ITBE are related)
Today’s Change (Mar 5, 2026)
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About
Daily, one-position swing strategy that flips between leveraged semiconductors/tech and safe havens using bond-market risk cues and a short-term hot/cold meter (RSI). Uses 2x/3x funds (SOXL, TECL, SOXS, SQQQ, UGE, CURE, TMF, UGL, AGQ, SHY). Very high risk.
How it worksDaily, it reads quick hot/cold readings (RSI: low=cold drop, high=hot surge) on bonds and stocks, then holds one fund at a time. If inflation‑linked Treasuries (VTIP) are strong and rising, it buys the coldest of: staples 2x (UGE), healthcare 3x (CURE), long Treasuries 3x (TMF), gold 2x (UGL) or silver 2x (AGQ). Otherwise bonds set the tone: green = semis 3x (SOXL); too hot = short‑term Treasuries (SHY); red = inverse semis 3x (SOXS) or inverse Nasdaq 3x (SQQQ); neutral = semis 3x (SOXL) or tech 3x (TECL). Rebalances daily.
Value propOut-of-sample: ~173% annualized return, Calmar 5.44, Sharpe 1.80, beta -0.21. Despite ~32% max drawdown, it offers strong upside, hedged exposure, and unique risk-on/risk-off dynamics vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.16 | 1.01 | 0.05 | 0.22 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 385.01% | 13.64% | -0.15% | 0.4% | 0.83 | |
| 25,987,967.84% | 174.54% | 18.17% | 54.51% | 1.69 |
Initial Investment
$10,000.00
Final Value
$2,598,806,784.07Regulatory Fees
$5,143,210.85
Total Slippage
$36,968,100.59
Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, rsi, trend-following, risk-on/risk-off, leveraged etfs, semiconductors, technology, defensive rotation
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
GOVT
iShares U.S. Treasury Bond ETF
Stocks
SHM
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks