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About
A quick‑switching, rules‑based portfolio that chases what’s working now. In good markets it uses leveraged stock funds or top megacaps; in bad markets it shifts to Treasuries, cash, gold, the dollar, utilities, or commodities. Runs many variants and holds recent winners.
It’s a fast, rules-based “switchboard.” It checks market health (trends, volatility, and interest-rate clues). If conditions look healthy, it buys the fastest recent winners (often 3x S&P/Nasdaq funds or top big tech/megacap stocks). If not, it rotates into safety like long Treasuries, cash-like T‑bills, gold, the U.S. dollar, utilities, or broad commodities. It runs many versions of this idea in parallel, picks the best‑performing few, and rebalances daily.
Dynamic, rule-based 'winners-of-winners' strategy targets ~32% out-of-sample annualized return vs 25% S&P, with beta ~0.93 and Calmar ~1.17. Daily-rebalanced, regime-adaptive momentum across assets to chase upside and manage risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.25 | 0.85 | 0.41 | 0.64 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 262.58% | 15.13% | 1.72% | 4.21% | 0.85 | |
| 2,391.79% | 42.15% | 4.59% | 4.39% | 1.55 |
Initial Investment
$10,000.00
Final Value
$249,178.77Regulatory Fees
$1,281.45
Total Slippage
$9,614.91
Invest in this strategy
OOS Start Date
Oct 25, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum, risk-on/risk-off, leveraged etfs, volatility hedging, multi-strategy, daily rebalance