Inflation Double Baller l 2011 mod
Today’s Change (Jun 23, 2026)
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About
A daily, tactical system that flips between offense (leveraged tech/S&P) and defense (inverse ETFs, bonds, cash) using trend filters and a “hot/cold” gauge (RSI). It adapts to inflation/rate regimes via Treasury signals and rotates quickly to chase momentum or fade extremes.
Every day it checks two big signals: trend and heat.
- Trend: Is the S&P 500 above its 200‑day average? If yes, use a bull playbook; if not, use a bear one. It also checks long-term Treasuries vs their 400‑day average to judge the inflation/rates backdrop.
- Heat (RSI): RSI is a “hot/cold” meter of recent price moves. High RSI = stretched; low RSI = washed‑out.
Depending on these, it rotates among leveraged tech (TQQQ/QLD), their inverses (SQQQ/QID), semis (SOXL/SOXS), S&P 500 (SPXL/UPRO/SPXS), volatility (UVXY), short/long Treasuries (TBF/TMF/TLT), cash/bonds (BIL/BSV/AGG), and USD (UUP). It sometimes picks whichever is stronger recently (momentum) or the most beaten‑down (mean reversion).
Inflation‑aware, regime‑driven tactical strategy that dynamically rotates across growth, hedges and cash to capture upside and cushion shocks. Out‑of‑sample results show ~20% annualized returns with disciplined risk controls and diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.64 | 1.15 | 0.14 | 0.38 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 675.21% | 15.01% | -2.01% | 12.22% | 0.92 | |
| 2,691,853.54% | 100.7% | -8.83% | 14.55% | 1.61 |
Initial Investment
$10,000.00
Final Value
$269,195,354.40Regulatory Fees
$539,904.51
Total Slippage
$5,159,009.63
Invest in this strategy
OOS Start Date
Oct 17, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend-following, mean reversion, inflation-sensitive, volatility trading
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks