Protected Leverage v2.2 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 142.8% AR | 28.4% DD | Nov 2011
Today’s Change (Mar 17, 2026)
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About
A daily, rules‑based plan that flips between aggressive 3x stock funds in calm markets and defensive hedges when stress or rising rates hit. It buys recent losers (using a quick 0–100 move score) for rebounds and uses Treasuries, gold, dollar, or shorts in Risk‑Off.
How it worksStep 1: Set the mood. If the broad U.S. bond market (BND) has risen over ~11 weeks, it’s Risk‑On; otherwise Risk‑Off. RSI = a quick 0–100 “recent move” score (low=has fallen). UVXY = a volatility gauge.
Risk‑On/calm: buy 4 funds that fell most over ~1 month from 3x stock funds (tech/semis/Nasdaq/S&P/financials) plus some diversifiers (Treasuries, commodities, anti‑beta).
Risk‑On/hot: instead pick long‑ or short‑Treasuries or run a faster 5‑day bounce across stocks/commodities.
Risk‑Off: if rates rise, hold U.S. dollar plus a short in stocks or Treasuries; if rates fall, hold gold, long Treasuries, a defensive factor fund, and consumer staples. Rebalances daily.
Value propOut-of-sample edge: 24.64% annualized return vs S&P 21.93%, driven by a rules-based regime switch and hedges that aim to capture rebounds while protecting in rate/volatility shocks. Higher upside than the S&P—accept higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.49 | 0.82 | 0.13 | 0.37 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 608.48% | 14.63% | -1.77% | 0.2% | 0.9 | |
| 240,657.29% | 72.13% | -5.17% | -0.74% | 1.63 |
Initial Investment
$10,000.00
Final Value
$24,075,728.70Regulatory Fees
$104,939.87
Total Slippage
$718,602.83
Invest in this strategy
OOS Start Date
Oct 4, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, leveraged etfs, mean reversion, volatility filter, rates-aware, daily rebalance, multi-asset
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 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks