Protected Leverage v2.5a + V1e Fund Surfing - K-1 Free
Today’s Change (Mar 18, 2026)
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About
Daily, rules‑based offense/defense. If bonds look healthy and markets are calm, lean into leveraged tech; if volatility rises or bonds weaken, rotate into Treasuries, the U.S. dollar, defensive sectors, or inverse funds—usually buying the most recently beaten‑down choices.
How it works1) It first asks: have bonds done well lately? If yes, it goes on offense; if not, defense.
Offense: When markets are calm, it buys the one that’s fallen most recently among 3 choices (3x Tech: TECL, 3x Nasdaq: TQQQ, or Treasuries: IEF). As markets get jumpier, it shifts partly or fully to short‑term Treasuries (SHY).
Defense: It checks rates. With rising rates, it splits between currency/alt funds and protective shorts. With falling rates, it rotates into long Treasuries (TLT/TMF) and defensive stock sectors (XLP/XLU) that just dipped. It uses a simple “recent losses vs gains” score (RSI) and trend checks to choose.
Value propOut-of-sample Sharpe ~1.33 vs SPY; annualized return ~56% vs ~21%; Calmar ~1.35. Daily, rules-based regime switching: leveraged tech in calm markets, defensive hedges in stress. Higher drawdowns but bigger upside than the S&P 500. K-1 free.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.48 | 0.58 | 0.1 | 0.32 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 293.15% | 12.95% | -1.77% | 0.2% | 0.78 | |
| 29,002.99% | 65.61% | -0.01% | 9.89% | 1.74 |
Initial Investment
$10,000.00
Final Value
$2,910,299.23Regulatory Fees
$11,990.74
Total Slippage
$74,886.20
Invest in this strategy
OOS Start Date
Jun 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, risk-on/off regimes, leveraged etfs, mean reversion, trend/momentum, rates and fx aware, inverse/short hedging, daily rebalanced, k-1 free
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
FXY
Invesco CurrencyShares Japanese Yen Trust
Stocks
HDGE
AdvisorShares Ranger Equity Bear ETF
Stocks
HEFA
iShares Currency Hedged MSCI EAFE ETF
Stocks
HEZU
iShares Currency Hedged MSCI Eurozone ETF of ISHARES TRUST
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks