Levered Baller (TCCC - MIM CONS) + V1a BMC
Today’s Change (Mar 17, 2026)
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About
A daily-rebalanced, multi-basket leveraged/trading system using momentum/mean-reversion signals across a broad ETF universe, with volatility and crypto overlays, designed to chase rapid moves while hedging risk. High complexity and risk; best for experienced traders.
- Every trading day, the system runs a cascade of checks across a wide universe of ETFs and leveraged instruments. - It constructs several baskets (groups) like Levered Baller, V1a BMC, Ark Baller, Plaid Inner Baller, and Defense. Each basket has its own rules and signals to decide whether to go long, go short, or stay in cash. - Signals rely mostly on short-horizon momentum and trend indicators (for example, RSI, moving-average comparisons, and exponential moving-average price screens) and price momentum relative to key benchmarks (like SPY for large-cap stocks, or TLT/IEF for bonds). - In many blocks, the system picks a single candidate from a pool (top or bottom by a metric) and allocates 100% of capital to that instrument within that basket. - The strategy includes overlays for volatility (UVIX), risk-off hedges (bear 3x and long-term treasury plays like TMV/TMF), and, variably, crypto exposures (BITO/BITI). - Daily rebalancing means positions can be entered or exited each day based on the latest signals. - The design intentionally mixes aggressive leverage with hedges, so the aim is to ride rapid, directional moves while trying to limit drawdowns through hedging. - Because the decision tree is so large, interpretability and robustness require careful backtesting and data validation; results may vary with data quality and parameter choices.
Dynamic, hedged tactical strategy offering higher upside than the S&P. OOS annualized return ~40% vs ~24% for the S&P, aided by cross-asset momentum and hedges. Note larger drawdowns in stressed markets; risk profile may differ.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.31 | 1.62 | 0.16 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 80.46% | 17.25% | -1.77% | 0.2% | 1.05 | |
| 16,952.33% | 299.49% | -12.88% | -13.44% | 2.42 |
Initial Investment
$10,000.00
Final Value
$1,705,233.04Regulatory Fees
$20,265.45
Total Slippage
$126,011.55
Invest in this strategy
OOS Start Date
Mar 15, 2023
Trading Setting
Daily
Type
Stocks
Category
Levered etfs, momentum/mean-reversion, multi-asset macro, volatility hedging, crypto overlays, daily rebalancing
Tickers in this symphonyThis symphony trades 63 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks