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About

A one‑position, switch‑on‑signal strategy. It picks a risk mode, then uses a Nasdaq “heat meter” (RSI) and a trend barometer (KMLM) to flip between long tech/NVIDIA, short tech, buying fear (VIX funds), or sitting in T‑Bills.
NutHow it works
Pick a risk mode (High→Jason) based on which has swung most lately. Then make one trade using two signals: - Nasdaq heat: RSI is a 0–100 “heat meter.” If QQQ RSI>82, buy fear (UVIX/UVXY/VIXY) or T‑Bills (BIL). - Trend barometer: KMLM (managed‑futures). If below its 20‑day avg, ride tech (NVIDIA/QQQ) unless NVIDIA’s RSI≥85 (then short). If above, stay defensive (short tech or T‑Bills).
CheckmarkValue prop
Out-of-sample strategy targets ~31.4% annualized return vs ~19.9% S&P, via dynamic tech/volatility signals. Expect higher drawdowns; disciplined, rule-based exposure aims to outperform in regime shifts.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.7
1.48
0.08
0.27
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
62.75%
27.27%
3.07%
6.63%
1.57
2,946.19%
442.74%
-4.17%
-25.12%
2.38
Initial Investment
$10,000.00
Final Value
$304,619.02
Regulatory Fees
$586.41
Total Slippage
$3,270.07
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, risk-switching, leveraged etfs, vix/volatility, trend-following filter, tech/nasdaq focus, long/short switching
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type