Feaver Frontrunner V3 SGOV only KMLM Switch Wash Sale ALgo 1 WM 74
Today’s Change (Mar 5, 2026)
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About
A daily, rules-based “risk-on/risk-off” strategy: park in T‑bills when markets run too hot, buy dips when washed out, and otherwise toggle between 2x long and 2x inverse tech/S&P using a 200‑day trend filter and a managed‑futures (KMLM) gauge.
How it worksPlain English flow, rebalanced daily:
- If big stock indexes look overheated (RSI>~79), go to SGOV (T‑bills; cash‑like).
- If tech or S&P looks washed out (RSI<~30 on QLD or SPUU), buy that dip.
- Else check trend: SPY above its 200‑day avg (long‑term uptrend)?
• Yes (Bull): own 2x long tech/S&P (ROM, QLD, SSO) unless a managed‑futures gauge (KMLM) is strong—then flip to 2x inverse (REW, QID, SDS).
• No (Bear): rotate among 2x short Nasdaq (QID), a long/short fund (CLSE), or sometimes 2x long QQQ (QLD) when Treasuries look stronger than the short side.
RSI = a 0–100 ‘speed’ gauge; >~80 overheated, <~30 washed out. 200‑day avg = long‑term trend. KMLM = managed‑futures barometer.
Value propOut-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.42 vs 1.16, annualized ~63% vs ~21%, Calmar ~3.0. It blends risk-off cash, dip buying, and trend signals for higher growth with disciplined risk (max drawdown ~21%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.1 | 0.26 | 0.01 | 0.12 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 68.61% | 13.91% | -0.15% | 0.4% | 0.82 | |
| 6,846.86% | 187.79% | 8.97% | 20.96% | 2.93 |
Initial Investment
$10,000.00
Final Value
$694,685.61Regulatory Fees
$1,542.34
Total Slippage
$9,545.60
Invest in this strategy
OOS Start Date
Sep 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, mean-reversion, leveraged & inverse etfs, risk-on/off, managed-futures signal
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CLSE
Convergence Long/Short Equity ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks