Ob Os Staple my Bonds V0.3 (78,28,2011)
Today’s Change (Oct 8, 2026)
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About
Daily tactical: buy 3× stock ETFs after fast drops (QQQ→TQQQ, SPY→UPRO), buy a VIX ETF after sharp run-ups (UVXY), otherwise sit in a defensive choice (XLP or VBF). Single holding at a time. High risk and whipsaw prone.
Each day it checks how stretched the market’s been over ~10 days. If Nasdaq-100 looks washed out, buy TQQQ (leveraged Nasdaq). If it looks very hot, buy UVXY (a VIX fund that jumps when stocks drop). Else test the S&P 500: oversold → UPRO; overbought → UVXY. If neither is extreme, park in XLP (consumer staples) or VBF (bond fund), choosing the one that’s more beaten down. 100% in one holding, rechecked daily. Very risky.
Out-of-sample Calmar ~0.94 with ~21.3% annualized return, plus tactical 3x ETFs, UVXY and defensive pivots for diversification. Seeks solid risk-adjusted upside beyond SPY with disciplined risk, despite higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.49 | 0.68 | 0.11 | 0.33 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 798.42% | 15.79% | 1.72% | 4.21% | 0.96 | |
| 325,448.12% | 71.61% | -0.27% | 6.95% | 1.72 |
Initial Investment
$10,000.00
Final Value
$32,554,811.52Regulatory Fees
$113,463.97
Total Slippage
$1,046,938.63
Invest in this strategy
OOS Start Date
Mar 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Rsi contrarian, mean-reversion, leveraged etfs, volatility trading, defensive rotation, daily tactical, single-position
Tickers in this symphonyThis symphony trades 7 assets in total