Protected Leverage 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 136% AR | 28% DD | 2011-22
Today’s Change (Mar 5, 2026)
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About
A fast, rules‑based risk‑on/risk‑off rotation. When bonds look healthy it buys the 4 most recently sold‑off high‑octane funds (mostly 3x stock ETFs). When bonds look weak it shifts to USD, Treasuries (long or short), gold and other defensive picks. Very aggressive.
How it worksStep 1: If bonds (BND, broad bond fund) rose over ~2 months → Risk ON; otherwise → Risk OFF.
Risk ON: If fear (UVXY, a “fear gauge” ETF) is calm, buy the 4 most recently sold‑off choices from 3x stock ETFs plus some diversifiers. If fear is hot, either rotate into 2 sold‑off picks from a broader list or choose long vs short Treasuries (TMF vs TMV) based on which just fell less.
Risk OFF: If rates rising (TLT, long Treasuries, is down), hold USD + a bearish hedge. If rates falling, hold gold, long Treasuries, anti‑beta, staples. Rebalance daily.
Value propOut-of-sample edge: about 25.7% annualized return vs SPY's 23%. A dynamic risk-on/risk-off rotation targets big upside with leveraged ETF picks and hedges, offering regime diversification. Caveat: drawdowns around 60% vs SPY's ~19%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.5 | 0.79 | 0.12 | 0.35 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 623.63% | 14.84% | -0.15% | 0.4% | 0.91 | |
| 250,192.88% | 72.83% | 1.25% | 4.17% | 1.64 |
Initial Investment
$10,000.00
Final Value
$25,029,288.29Regulatory Fees
$97,067.53
Total Slippage
$662,326.87
Invest in this strategy
OOS Start Date
Oct 3, 2022
Trading Setting
Daily
Type
Stocks
Category
Risk-on/risk-off, leveraged etf rotation, mean reversion, volatility filter, interest-rate regime, defensive hedging, daily rebalance
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks