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Kearsarge - 13% Threshold + v4 Pops + Commodity Momentum (#COMMO)
Today’s Change

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About

A rules-based, multi-bucket portfolio: chase short tech uptrends with leveraged funds, hedge fast with volatility/cash when markets overheat, and keep separate bond/safe-haven sleeves rotating to what’s stable. Designed to ride bursts and cut drawdowns.
NutHow it works
Your money is split into buckets. When tech is trending up, it buys aggressive tech funds; after big pops or if things look “too hot,” it adds volatility hedges or moves to cash. Bonds and safe‑haven mixes run in parallel, rotating to what’s most stable. Signals: RSI, trends, drawdowns, volatility.
CheckmarkValue prop
Out-of-sample Sharpe 2.19 vs SPY 1.47; max DD 6.6% vs 18.8%; Calmar 3.28; annualized return 21.67% vs SPY 24%. Stronger risk-adjusted gains with lower downside thanks to tech momentum plus adaptive hedges.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.18
0.15
0.07
0.26
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
88.19%
24.69%
3.07%
6.63%
1.5
Initial Investment
$10,000.00
Final Value
$18,408.94
Regulatory Fees
$41.46
Total Slippage
$242.97
Invest in this strategy
OOS Start Date
May 15, 2023
Trading Setting
Threshold 13%
Type
Stocks
Category
Tactical allocation,momentum and mean reversion,volatility hedging,leveraged etfs,multi-asset,defensive overlays
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type