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Framework
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About

Fades extremes in QQQ/SPY/XLK/VOOG: buys volatility funds after hot runs, buys 3x bull funds or short‑vol after sharp drops, otherwise parks in T‑Bills/short bonds. Tech‑tilted and very high risk due to leveraged and VIX products.
NutHow it works
It watches big markets: QQQ (Nasdaq‑100), SPY (S&P 500), XLK (tech), VOOG (growth). It uses a short‑term “speedometer” called RSI (high = too hot; low = too cold). Too hot → buy volatility funds (UVXY/VIXY/VIXM) expecting a pullback. Too cold → buy 3x bull funds (TECL=tech, SPXL=S&P) or short‑vol (SVXY) for rebounds. Otherwise hold BIL/BSV (cash‑like). Tech is emphasized.
CheckmarkValue prop
Out-of-sample edge: ≈26.8% annualized return vs S&P ≈21.7%, Sharpe ≈1.01, beta ≈0.89, max drawdown ≈18.4% and Calmar ≈1.46. Higher return per unit risk via RSI-driven rotations among volatility, leveraged Bulls, and cash.
Invest in this strategy
OOS Start Date
Dec 23, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, mean reversion, volatility hedging, rsi-based, leveraged etfs, tech-heavy, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type