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 18, 2026)
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About
Daily, high‑risk market‑timer. It rides 3× semiconductor/tech ETFs using bond‑market cues and a short‑term “heat” gauge (RSI). In hot inflation trends it may pivot to staples/health/gold/silver/long bonds; when too hot, it parks in short Treasuries.
How it worksRebalances daily.
1) Check VTIP (inflation‑protected bonds). If its 1‑yr return is strong and short‑term trend > long‑term, buy the most “beaten‑down” of staples, healthcare, gold, silver, or long Treasuries (leveraged).
2) Otherwise use bond tone: if risk‑on and the S&P isn’t too hot, buy 3× semiconductors (SOXL); if too hot, hold short Treasuries (SHY). If risk‑off, switch between 3× semis/tech bears (SOXS/SQQQ) or bulls (SOXL/TECL), picking whichever looks most oversold. RSI = a short‑term 0–100 heat gauge.
Value propOut-of-sample, this strategy delivers strong risk-adjusted gains and big upside: annualized return ~173%, Calmar ~5.4, Sharpe ~1.80—often outperforming the SPY on a risk-adjusted basis. Caveat: max drawdown ~32%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.16 | 1.01 | 0.05 | 0.23 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 374.86% | 13.41% | -1.77% | 0.2% | 0.82 | |
| 25,563,053.1% | 173.38% | 25.07% | 31.68% | 1.69 |
Initial Investment
$10,000.00
Final Value
$2,556,315,310.30Regulatory Fees
$5,507,171.26
Total Slippage
$39,585,923.89
Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical timing, semiconductors, tech, bond signals, rsi, daily rebalancing, sector rotation, risk-on/off
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 ETF
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 ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks