Portfolio: V4 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR | No K-1 | BIL
Today’s Change (Mar 17, 2026)
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About
Daily, tax-aware rotation among leveraged US stocks, long Treasuries, and T‑bills. Buys big dips or runs a ~55/45 stocks/bonds mix when calm; otherwise parks in T‑bills. Avoids chasing sharp rebounds and swaps to lookalike funds at year‑end.
How it worksDaily, rules-based. It rotates among: UPRO=3x S&P 500, TQQQ=3x Nasdaq‑100, SPUU=2x S&P, IYW=US tech, TMF/TYD=levered long Treasuries, BIL/SGOV=T‑bills, SHY=short Treasuries.
It checks recent swings, whether stocks or Treasuries are leading, volatility, and drawdowns.
- Calm/bullish: ~55% stocks (UPRO/TQQQ), ~45% long Treasuries (TMF/TYD).
- Big 5‑day dips: buy UPRO/TQQQ unless a 1‑day >5% pop just hit (then hold cash or lighter funds).
- Else: hold BIL/SGOV. Year‑end: use SPUU/IYW & TYD/SGOV to reduce wash‑sale risk.
Value propOut-of-sample annualized return 27.5% vs SPY 23.1%, Calmar 1.04. A tax-aware, rules-based tactical mix of leveraged equities, long Treasuries, and cash with dip-buying and year-end swaps. Higher potential upside across regimes, despite larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.16 | 0.74 | 0.51 | 0.71 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 140.2% | 16.35% | -1.77% | 0.2% | 0.97 | |
| 359.73% | 30.17% | -1.8% | -0.64% | 1.58 |
Initial Investment
$10,000.00
Final Value
$45,973.07Regulatory Fees
$106.30
Total Slippage
$606.31
Invest in this strategy
OOS Start Date
Dec 1, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility targeting, relative strength, dip-buying, trend-following, treasuries hedge, tax-aware
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IYW
iShares U.S. Technology ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPUU
Direxion Daily S&P 500 Bull 2X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X ETF
Stocks