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Ob Os Staple my Bonds V0.3 (78,28,2011)
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About

A daily, mean‑reversion strategy: buy 3x bull ETFs (TQQQ/UPRO) when QQQ/SPY look oversold; buy UVXY (volatility) when they look overheated; otherwise sit in a defensive pick between consumer staples (XLP) or an investment‑grade bond fund (VBF). High risk.
NutHow it works
Each day it checks a 10‑day “stretched” score (RSI, 0–100: low=oversold, high=overbought) on QQQ and SPY. - If QQQ ≤30: buy TQQQ (3x Nasdaq). - Else if QQQ ≥80: buy UVXY (volatility). - Else if SPY ≤30: buy UPRO (3x S&P). - Else if SPY ≥80: buy UVXY. - Else: hold the weaker of XLP (consumer staples) or VBF (bond fund). Rebalanced daily.
CheckmarkValue prop
A tactical, rules-based strategy using RSI signals to chase leveraged rebounds (TQQQ/UPRO), hedge with UVXY, and rotate to defensives. In out-of-sample tests it shows ~15.9% annualized return with ~22.7% drawdown, offering a distinct risk/return profile vs SPY.
Invest in this strategy
OOS Start Date
Mar 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Rsi mean reversion, leveraged etfs, long volatility hedge, tactical allocation, daily rebalance, defensive rotation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type