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Prarie's LT mashup | The middle way
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About

A rules-driven, high-octane mix: buys tech/growth when trends are healthy, flips to Treasuries/gold or volatility (UVXY) when markets look overheated or weak, and uses bond trends to fine‑tune risk. Uses some leveraged/inverse ETFs; expect high volatility.
NutHow it works
Three sleeves run in parallel. (1) Four Corners: when stocks look “too hot” on a 0–100 speedometer (RSI), it puts on a crash‑helmet (mostly UVXY + some Treasuries TLT and gold GLD). Otherwise it picks growth (tech/QQQ) or defense (utilities/gold/treasuries) by trend. (2) Anansi: similar, with extra trend/drawdown tests. (3) boosted zoop: follows bond trends to lean into or hedge tech, and to go long/short long‑Treasuries. Rebalances on ~4% drift.
CheckmarkValue prop
Out-of-sample edge: ~25.6% annualized return vs ~16.9% for the S&P, higher Sharpe (~0.945), lower drawdown (15.7% vs 18.8%), and Calmar ~1.63. A regime-switching, risk-aware blend aiming bigger upside with controlled downside.
Invest in this strategy
OOS Start Date
Oct 4, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Regime-switching, momentum, volatility hedge, sector rotation, bonds & gold, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type