Inflation Protected Simple Beta Baller Signal | IEF>IBTK (Other IBT*, SPTI ,SCHQ are related) & SHY>SBND (IBTF, ITBG, ITBE are related)
Today’s Change (Mar 18, 2026)
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About
A high‑octane, semiconductor‑first system that uses simple hot/cold gauges and bond‑market cues to: ride 3x semis (SOXL), briefly park in short Treasuries (SHY), flip to inverse funds (SOXS/SQQQ) in stress, or rotate into defensives/hedges (staples, healthcare, long Treasuries, gold/silver).
How it worksDaily, it reads a few simple “hot/cold” gauges (RSI = a quick 0–100 read of how hot or cold recent price moves are).
1) If short‑term inflation‑protected Treasuries (VTIP) are strong and trending up, it buys one beaten‑down defensive/hedge ETF: consumer staples (UGE), healthcare (CURE), long Treasuries (TMF), gold (UGL), or silver (AGQ).
2) Otherwise it focuses on semiconductors: if longer Treasuries look stronger than cash‑like T‑bills, it rides SOXL unless the S&P 500 is too hot (then it parks in SHY). If bonds look stronger than stocks, it flips to inverse ETFs (SOXS/SQQQ); if stocks look stronger, it buys a beaten‑down SOXL or TECL.
Value propOut-of-sample, this strategy targets ~288% annualized return vs SPY’s ~28%, with beta ~0.76 and Sharpe ~2.37—Calmar ~8.9. Higher upside with discipline; note ~32% drawdowns in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.25 | 0.33 | 0 | 0.07 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 64.32% | 11.87% | -1.77% | 0.2% | 0.73 | |
| 572,118.53% | 605.48% | 19.95% | 37.3% | 2.81 |
Initial Investment
$10,000.00
Final Value
$57,221,852.56Regulatory Fees
$113,757.40
Total Slippage
$803,633.83
Invest in this strategy
OOS Start Date
Jun 6, 2025
Trading Setting
Daily
Type
Stocks
Category
Semiconductors, leveraged etfs, tactical, momentum, mean reversion, bond signals, risk-on/risk-off, daily
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
Stocks
SBND
Columbia Short Duration Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks