LAB Rat FTLT
Today’s Change (Aug 6, 2026)
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About
Tactical switch between 3x long or 3x short biotech using simple “heat” checks across stocks vs Treasuries, with an extra filter when the S&P 500 runs hot. Keeps a cash buffer and typically trades no more than every ~2 weeks.
How it worksWhat it does: flips between 3x long biotech (LABU) or 3x short biotech (LABD). Uses RSI, a short‑term “hot/cold” score of recent price moves.
1) Checks if the S&P 500 (SPY) looks very hot. If yes, it also checks long‑term Treasuries (TMF).
2) Compares momentum in small‑caps (IWM) vs Treasuries (IEF). If stocks are stronger it usually goes long; if bonds are stronger it usually goes short. When SPY is very hot, the TMF check can flip this test.
About 70–80% is invested (rest in cash). Trades switch no more than ~every 15 days. Uses 3x ETFs (very high risk).
Tickers: LABU/LABD=3x biotech up/down; IWM=small‑caps; IEF=7–10y Treasuries; TMF=3x 20+y Treasuries; SPY=S&P 500.
Value propOut-of-sample upside: ~48% annualized return, ~0.60 beta, with a cash buffer. Diversifies away from the S&P 500. Biotech momentum aims for large gains; but beware outsized OOS drawdowns (~67%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.88 | 0.86 | 0.02 | 0.15 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 336.71% | 14.11% | 2.46% | 6.63% | 0.83 | |
| 33,836.13% | 68.51% | 12.4% | -14.49% | 1.03 |
Initial Investment
$10,000.00
Final Value
$3,393,613.20Regulatory Fees
$7,323.76
Total Slippage
$64,590.59
Invest in this strategy
OOS Start Date
Jun 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Biotech, leveraged etfs, long/short, momentum, intermarket signals, tactical, market timing, risk-managed
Tickers in this symphonyThis symphony trades 6 assets in total