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Feaver Frontrunner V5 WM 74 mod no VIX added VOX
Today’s Change

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About

Daily tactical sleeve: avoid overheated markets by holding T‑bills, buy oversold bounces with 3x bull ETFs, and in downtrends switch to inverse Nasdaq (1x or 3x). Mostly cash until an extreme signal; positions are short‑term and high‑octane.
NutHow it works
Each day it reads a short‑term “heat meter” (RSI: 0–100; high=hot, low=cold) on big stock indexes/sectors. If things look overheated (>~79–81), it parks in T‑bills (BIL) with a small anti‑beta hedge (BTAL). If washed out (<30), it buys brief, high‑octane bounce plays (TQQQ/UPRO). If neither, it checks the long‑term trend: uptrend → stay in T‑bills; downtrend → use inverse Nasdaq (PSQ/SQQQ), sized by volatility and near‑term signals.
CheckmarkValue prop
Out-of-sample shows higher risk-adjusted growth vs the S&P: 54.4%/yr vs 16.65%, Sharpe 1.15 vs 0.91, Calmar 2.40. Mostly cash (T-Bills) with selective leveraged plays; drawdown ~22.7% but strong downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.58
0.17
0.01
0.08
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
630.14%
15.08%
0.19%
3.76%
0.91
Initial Investment
$10,000.00
Final Value
$21,705,439.88
Regulatory Fees
$31,782.31
Total Slippage
$218,257.26
Invest in this strategy
OOS Start Date
Oct 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical market timing, mean reversion, trend following, volatility targeting, leveraged etfs, defensive cash hedging
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type