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Pizza V1a TQQQ or not - Replace UVXY w/ SOXS, Replace TQQQ w/ XXXX
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About

A daily switch that uses a “heat” gauge on tech to flip among cash (BIL), leveraged S&P 500 (SPYU), semiconductor bull/bear funds (SOXL/SOXS), or volatility (UVXY). It buys trends when calm, fades extremes, and hides in T‑Bills when stress rises.
NutHow it works
Each day it reads a turbo‑Nasdaq “heat” gauge (TQQQ). RSI = a 0–100 heat score of recent moves. - If very hot (RSI>79): short semis (SOXS). - After fast drops (~−12% in 6 days): on a big 1‑day rebound buy volatility (UVXY); if very cold (RSI<32) buy semis (SOXL); else hold T‑Bills (BIL). - Otherwise: if trend is up (QQQ above its 25‑day average) and stress is light, ride a 4× S&P 500 note (SPYU); if stress flags trip (big recent drop or jumpy bonds), stay in BIL.
CheckmarkValue prop
Out-of-sample: ~21.83% annualized return vs SPY ~19.86%, with max drawdown ~42.12% vs ~18.76%. Tech-driven risk-on/risk-off strategy using hedges and cash in stress—higher upside, but larger swings.
Invest in this strategy
OOS Start Date
May 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily rebalance, leveraged etfs/etns, trend + mean reversion, volatility regime, tech/semiconductors
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type