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NOVA | Protus IBIT + Bond Miners
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About

A contrarian crypto rotation: use IBIT’s 10‑day “heat” (RSI) to flip between 2× long Bitcoin, 2× inverse Bitcoin, or—when neutral—own crypto‑equity funds only if bonds are stressed; otherwise park in T‑Bills.
NutHow it works
It watches IBIT (a spot Bitcoin fund) with a 0–100 “heat” gauge of the last 10 days (RSI). If IBIT looks cold (<35), buy a 2× Bitcoin fund (BITX/BITU), picking the more beaten‑down one. If it looks hot (>62), buy a 2× inverse Bitcoin fund (SBIT). Otherwise, if long bonds (TMF) just fell ~10%+, buy crypto‑stock funds (BLOK/WGMI). If not, sit in T‑Bills (BIL).
CheckmarkValue prop
Disciplined, single-position crypto-rotation with a cash fallback. Out-of-sample, it trails the S&P (-1.72% vs +21%), but offers potential diversification and regime-driven exposure when markets shift.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.76
0.57
0.03
0.17
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
38.24%
22.82%
3.07%
6.63%
1.27
208.12%
104.28%
11.19%
23.27%
1.53
Initial Investment
$10,000.00
Final Value
$30,812.29
Regulatory Fees
$65.86
Total Slippage
$413.19
Invest in this strategy
OOS Start Date
Sep 11, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Crypto, bitcoin, miners, mean-reversion, tactical rotation, leveraged etfs, risk-on/off, bonds signal, single-position
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type