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NOVA | Protus IBIT + Bond Miners
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About

Mean‑reversion crypto play: buy 2x Bitcoin on weakness, short Bitcoin on strength; when Bitcoin is neutral, buy the most beaten‑down miners/blockchain fund if bonds are stressed, otherwise sit in T‑Bills.
NutHow it works
It checks Bitcoin’s recent push/pull using a 10‑day RSI (a 0–100 score of recent up vs down moves). If RSI < 35 (washed‑out), it buys BITX (2x long Bitcoin). If RSI > 62 (hot), it buys SBIT (inverse Bitcoin). Otherwise it checks TMF (3x long Treasuries): if TMF fell ≥10% from a recent peak, it buys whichever fell more between BLOK (blockchain stocks) and WGMI (Bitcoin miners). If not, it parks in BIL (T‑Bills).
CheckmarkValue prop
Low-beta crypto-tactical strategy designed to diversify beyond the S&P. Out-of-sample results show a risk/return trade-off; intended as diversification hedge, not a core equity substitute.
Invest in this strategy
OOS Start Date
Sep 11, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Crypto, tactical, mean reversion, leveraged etfs, inverse etfs, miners, bonds, cash
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type