IFF Fund: Deviation from the Standard v2 - No FNGU
Today’s Change (Mar 18, 2026)
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About
A daily, risk-controlled “pick the best asset today” fund that scans a big ETF universe (excluding FNGU), ranks candidates using momentum and volatility signals, and holds the top pick (or cash) for the day in a single-asset sleeve with a heavy emphasis on risk controls and cash hedges.
- Build a huge universe of ETFs and leveraged products (eg, TQQQ, UPRO, UVXY, SQQQ, BIL, BND-family, etc.).
- Every day, score each candidate using a mix of lookbacks and rules (e.g., 12- to 26-day windows, standard deviation of returns, drawdown measures, momentum signals via RSI, and inverse-vol logic).
- Apply risk filters so highly volatile or deeply oversold/overbought assets get rejected or penalized.
- Pick the top-scoring asset and allocate 100% to it for the day. If the top signal isn’t attractive, shift toward cash (BIL) as a protective position.
- Rebalance daily, replacing the prior day’s holding with the new top asset according to the latest signals.
- Excludes FNGU and uses a framework (including mentions of sub-strategies like “WeF Second Wet Dream” and other named signal blocks) to govern the decision flow, hedging, and risk states across market regimes.
- The strategy tends to tilt toward tech/semiconductor/equity-centric themes (via QQQ/TQQQ/SMH/VDE/OIH, etc.) but also layers in hedges via UVXY/SQQQ and cash via BIL. The end result is a high-frequency, signal-driven, single-position fund with a strong emphasis on risk controls and dynamic exposure rather than a simple fixed split across assets.
Out-of-sample edge: daily top-asset pick with risk filters and cash hedges aims for ~66% annualized return, Sharpe ~1.52, and lower drawdown (~15.5%) vs SPY (~16.6%), delivering stronger risk-adjusted growth.
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Invest in this strategy
OOS Start Date
Feb 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, risk-managed selection, single-asset allocation, cash hedges
Tickers in this symphonyThis symphony trades 39 assets in total
Ticker
Type
AVUV
Avantis U.S. Small Cap Value ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEZ
iShares U.S. Oil Equipment & Services ETF
Stocks
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X ETF
Stocks
OIH
VanEck Oil Services ETF
Stocks
PSQ
ProShares Short QQQ
Stocks