Inflation Double Baller l 2011 mod
Today’s Change (Mar 18, 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.
How it worksEvery 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).
Value propInflation Double Baller is a regime-aware, cross-asset strategy designed for diversification and inflation resilience. OOS: ~22.6% annualized return, Sharpe ~0.70, Calmar ~0.52—competitive upside and diversification vs S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.66 | 1.15 | 0.15 | 0.38 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 605.13% | 14.55% | -1.77% | 0.2% | 0.89 | |
| 2,645,935.53% | 103.06% | -1.31% | -0.68% | 1.65 |
Initial Investment
$10,000.00
Final Value
$264,603,552.90Regulatory Fees
$586,987.90
Total Slippage
$4,195,868.29
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