Ob Os Staple my Bonds V0.3 (78,28,2011)
Today’s Change (Aug 23, 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 annualized return: 24.49% vs SPY 23.84%. Calmar ~1.08; beta ~1.30. Higher drawdown (~22.66%), but levered rebounds and volatility hedges aim for extra upside beyond the S&P 500.
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 | |
|---|---|---|---|---|---|
| 782.98% | 15.8% | 2.33% | 3.36% | 0.96 | |
| 330,120.6% | 72.57% | 7.4% | 7.88% | 1.73 |
Initial Investment
$10,000.00
Final Value
$33,022,060.08Regulatory Fees
$108,840.79
Total Slippage
$1,009,429.09
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