Pals Minor Spell of Summon Money
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About
Daily tactical strategy that rides short-term momentum, fades extremes, and flips between leveraged tech/crypto plays and defensive hedges (UVXY, bonds, shorts). Uses tech vs KMLM (managed-futures) to decide aggression; includes a gold-miner mean‑reversion sleeve.
It’s a daily, rules-based switcher. It checks trend (is the market above its long-term average?), heat (RSI: a quick “hot/cold” gauge), and short-term momentum. When things are hot, it hedges with UVXY; when very cold, it buys bounce plays like TQQQ/SPXL. Otherwise it picks the strongest recent winner (often 2x tech names, Bitcoin, or COIN). A tech-vs-KMLM check can flip it into short-tech. Exposures: tech/semis, financials, gold miners, crypto, Treasuries, volatility.
Out-of-sample edge: Sharpe 2.45 vs SPY 1.86, and outsized return (805% vs 24.6%). A daily, rules-based rotation with hedges (UVXY, bonds) targets higher risk-adjusted growth—though drawdowns can be larger, the upside is substantial.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 3.62 | 1.15 | 0.02 | 0.16 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 52.06% | 20.16% | 2.33% | 3.36% | 1.21 | |
| 123,246.31% | 2,163.18% | 75.07% | 135.54% | 3.2 |
Initial Investment
$10,000.00
Final Value
$12,334,630.90Regulatory Fees
$6,020.94
Total Slippage
$53,583.44
Invest in this strategy
OOS Start Date
May 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend & momentum, leveraged etfs, volatility hedging, sector rotation, risk-on/risk-off