OG v1.1 Buy The Dips 150d MA Basket | with bond selector | - less k-1 edition | SHARED
Today’s Change (Mar 18, 2026)
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About
Buys stock-market dips using an RSI “heat” check, hedges when overheated, and otherwise rotates into the 4 strongest assets over 150 days, plus a trend‑timed Treasury sleeve. Mix spans stocks, sectors, bonds, gold, USD, and commodities. Uses leveraged ETFs (high risk).
It uses an RSI “heat meter” (0–100) on TQQQ and SPY to spot extremes. If TQQQ is very hot (>79), go defensive: ~75% Consumer Staples (XLP) + ~25% UVXY (a crash hedge). If TQQQ is very cold (<31), buy the tech dip: 50% TECL + 50% XLP. If SPY is very cold (<30), buy the S&P dip: 50% UPRO + 50% XLP. Otherwise: 70% goes to the top 4 assets (by 150‑day performance) from a mixed basket (stocks, sectors, bonds, gold, USD, commodities—PDBC avoids K‑1). The other 30% times Treasuries: TMF unless TLT is weak on both 150d and 23d trends, then TMV.
Out-of-sample shows ~27.8% annualized return vs ~21.3% for the S&P, with diversified multi-asset momentum and defensive hedges (staples, UVXY) plus a Treasuries sleeve. Higher upside and diversification across regimes, but larger drawdowns vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.3 | 1.07 | 0.36 | 0.6 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 282.5% | 13.32% | -1.77% | 0.2% | 0.79 | |
| 7,448.37% | 49.63% | -4.13% | 14.31% | 1.42 |
Initial Investment
$10,000.00
Final Value
$754,837.43Regulatory Fees
$2,478.70
Total Slippage
$15,433.67
Invest in this strategy
OOS Start Date
Nov 20, 2022
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical allocation, dip buying, momentum, trend following, multi-asset, leveraged etfs, bond timing, volatility hedge
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DUG
ProShares UltraShort Energy
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks