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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.
Daily tactical rotation with hedges aims to beat the S&P 500 on risk-adjusted terms. Out-of-sample Sharpe ~1.88 vs SPY ~1.83; Calmar ~6.39; alpha ~2.06M. Higher volatility possible; hedges help limit downside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 3.17 | 1.14 | 0.02 | 0.15 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 54.73% | 19.87% | 1.72% | 4.21% | 1.22 | |
| 63,205.33% | 1,355.58% | -33.61% | 6.84% | 2.84 |
Initial Investment
$10,000.00
Final Value
$6,330,533.30Regulatory Fees
$8,261.97
Total Slippage
$73,262.19
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