Nuggy Wuggy + Old People Stuff v0.1 | Curved (105% AR Jan 2020-2025)
Today’s Change (Mar 18, 2026)
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About
A daily-rebalanced, two-sleeve system that switches between aggressive momentum bets (gold miners, bitcoin, leveraged plays) and a traditional, defensive equity mix, using RSI and moving-average momentum to pick and weight a small set of assets each day.
What RSI and moving-average-return mean in simple terms: RSI is a number that suggests whether an asset has been rising recently—high values mean strong recent gains; moving-average return looks at the average price change over a period to see if an asset has been trending upward. The strategy computes these over several look-back windows, ranks assets by these signals, and then picks the strongest ones. Depending on what signals show, it funds either Nuggy Wuggy (aggressive bets on crypto, gold/miners, volatility and tech leverage) or Old People Stuff (safer mix of blue-chip stocks plus some gold/treasuries). The daily rebalance means the positions can change a lot from day to day as signals shift. Weights (like 100/100, 80/100, 70/100, 30/100) tell you how much of the available money to devote to the chosen assets in that branch.
Notes on risk and structure:
- Leveraged ETFs (JNUG, TQQQ, TMV) amplify both gains and losses. They require careful risk management and a tolerance for sharp drawdowns.
- The algorithm mixes assets across very different risk profiles (cryptos, gold/miners, equities, volatility, Treasuries), so correlations can change quickly in stress periods.
- The final allocation is determined by a mix of signals and nested decisions; it’s not a simple rule like “buy the top 3 performers.” It’s a tree of conditions that may end up selecting different assets and weights each day.
Out-of-sample edge: ~45% annualized return vs ~19% for the S&P, sharper risk-adjusted performance (Sharpe ~1.26, Calmar ~1.26) and a higher but manageable drawdown (~36%). Two-sleeve momentum strategy with built-in hedges.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.61 | 1.43 | 0.26 | 0.51 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 280.78% | 13.41% | -1.77% | 0.2% | 0.79 | |
| 140,140.21% | 97.75% | 21.15% | 10.89% | 1.61 |
Initial Investment
$10,000.00
Final Value
$14,024,021.10Regulatory Fees
$56,768.38
Total Slippage
$382,903.40
Invest in this strategy
OOS Start Date
Jan 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, leveraged, multi-asset, daily-rebalanced, quantitative
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
AXP
American Express Company
Stocks
CAT
Caterpillar Inc.
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
ISRG
Intuitive Surgical Inc.
Stocks
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
Stocks
NVR
NVR, Inc.
Stocks
PGR
Progressive Corporation
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks