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KMLM AGG SH JRT
Today’s Change

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About

Switches between 3× Tech, semiconductors, a defensive LLY/NVO/COST/GE mix, or a Nasdaq hedge (PSQ) by comparing short‑term momentum: Tech vs managed‑futures (KMLM) and Bonds (AGG) vs shorting stocks (SH). Uses RSI and a ~10% rebalance band.
NutHow it works
RSI = a 0–100 score of recent price strength; higher = stronger trend. Step 1: compare Tech (XLK) vs KMLM, a managed‑futures fund that follows trends in commodities, rates, and currencies. If Tech leads and bonds (AGG) beat shorting stocks (SH), buy 3× Tech (FNGU, TECL); else hold semis (SMH). If KMLM leads and bonds win, hold LLY, NVO, COST, GE (sized by stability); else hedge with −1× Nasdaq (PSQ). No set rebalance; ~10% band. Sectors: Tech; or Healthcare/Staples/Industrials.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.14
0.73
0.12
0.35
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
12.94%
18.03%
3.07%
6.63%
0.88
13.2%
18.4%
4.92%
7.07%
0.6
Initial Investment
$10,000.00
Final Value
$11,320.24
Regulatory Fees
$8.75
Total Slippage
$56.82
Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend-following, sector rotation, risk-on/risk-off, leveraged etfs, managed futures, defensive equities, tactical allocation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type