NOVA | KMLM switcher | Crypto Juice (single pops) | (public)
Today’s Change (Mar 17, 2026)
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About
A highly complex, signals-driven rotation that chases momentum in a broad mix of equities, hedges, and crypto miners. It uses RSI, moving-average crosses (including 200-day signals), and a wide universe of leveraged/inverse ETFs to decide what to own and how much, while also weaving in crypto-miner exposures via a KMLM-based rotator. It's designed to capture trend-ups and hedge during volatility, rather than stay simple or static.
- The strategy watches a broad set of assets (eg, UVIX, SPY, QQQ, TECL, SOXL, SPXL, SPXS, VIXM, EDV, BTAL, IEF, SHY, BIL, KMLM, CONL, MSTR, HIVE, RIOT, RIOT etc.).
- For each asset, it applies signals like RSI (a simple strength gauge) and price vs. moving averages (eg, is the price above/below the 200-day average). If certain conditions are met (RSI above a threshold and price above a long-term average, for example), the engine marks that asset as favorable. If other conditions indicate risk, it may flip to hedging or inverse assets (UVIX, SPXU, etc.).
- Signals are organized in nested groups with names (eg, “Bull Cross”, “Bear Cross”, “200 Day Cross”, “VIX Blend”) that guide how the system weights groups of assets. There’s a dedicated rotator for core long exposures vs. hedges and a separate Crypto Miner module that selects miners based on momentum/strength signals and sometimes ranks them by recent performance.
- Each decision node ultimately yields a weight (percent of capital) to assign to an asset or a group. The final allocation comes from combining these weights, subject to the overall risk framework (e.g., allocation caps, cash buffer, diversification).
- The public edition adds the miner/crypto exposure and the KON/rotation logic (KMLM switcher) to widen the set of live signals and assets. This makes the system more “juice-y” but also more complex and cost-sensitive.
Out-of-sample, this strategy shows strong upside and risk control versus the S&P: ~155% annualized return and Calmar ≈6.4, with built-in hedges and crypto-miner diversification. Higher potential returns with broader diversification.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.41 | 0.98 | 0.04 | 0.19 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 52.27% | 20.04% | -1.77% | 0.2% | 1.24 | |
| 18,723.03% | 873.45% | 2.61% | 7.63% | 3.2 |
Initial Investment
$10,000.00
Final Value
$1,882,303.25Regulatory Fees
$6,068.86
Total Slippage
$36,892.18
Invest in this strategy
OOS Start Date
May 29, 2025
Trading Setting
Daily
Type
Stocks
Category
Multipronged momentum rotation, leveraged/inverse etfs, volatility hedges, crypto miners, managed-futures switcher (kmlm), public edition with conl to the max, nova miners
Tickers in this symphonyThis symphony trades 118 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITF
Bitfarms Ltd. Common Stock
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BITX
2x Bitcoin Strategy ETF
Stocks