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About

A daily, rules-based swing strategy that splits money between S&P 500 and Nasdaq playbooks and toggles among 3x bulls, core ETFs, bonds/cash, or inverse/volatility hedges using momentum (RSI), trend (200‑day average), and recent drawdown signals.
NutHow it works
Splits money 50/50 into two mini-strategies: S&P 500 (SPY) and Nasdaq‑100 (QQQ). Rebalanced daily. - If stocks look extremely hot (RSI, a 0–100 heat gauge, is very high), buy a volatility hedge (VIXY). - Else, use bond‑vs‑stock strength, trend (200‑day avg), and recent losses to choose: 3x bulls (SPXL/TQQQ/TECL) on dips; core/low‑vol/bonds (SPY/QQQ/SPLV/TLT) in neutral; cash or inverse funds (BIL/SH/SDS/SPXU/PSQ/SQQQ) in declines.
CheckmarkValue prop
Out-of-sample edge: ~32.7% annualized vs SPY ~18.5%, via disciplined dip-buying, two-module SPY/QQQ exposure, and hedges. Higher upside with risk controls; note drawdowns can be larger in bear markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.62
1.05
0.25
0.5
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
507.77%
14.87%
3.07%
6.63%
0.9
1,093,155.25%
104.27%
10.53%
18.86%
2.17
Initial Investment
$10,000.00
Final Value
$109,325,525.36
Regulatory Fees
$223,641.11
Total Slippage
$1,592,773.47
Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Systematic, tactical allocation, trend-following, momentum, risk-managed, leveraged etfs, hedging, long/short, daily rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type