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QQQ Spicy hedged
Today’s Change

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About

A daily, tactical QQQ plan: ride tech uptrends, but scale into VIX hedges and T‑Bills as fear rises. If a managed‑futures trend gauge (KMLM) shows macro stress, step aside or use inverse QQQ. Goal: limit big drawdowns while keeping upside.
NutHow it works
Daily steps: 1) Read fear via VIXY/VIXM (volatility funds). If fear is extreme, park in SHV (T‑Bills). If rising, add VIXY/VIXM + SHV. 2) Otherwise, if stocks/tech (SPY/XLK/SMH/HYD) look stronger than KMLM (a managed‑futures trend gauge), hold QQQ; if KMLM is stronger and trending, use SHV or PSQ (inverse QQQ). Calmer sleeves get bigger weights.
CheckmarkValue prop
Out-of-sample, this strategy cuts drawdowns to ~5% (vs ~14% SPY) and delivers a Calmar ~4.11 with a competitive Sharpe. It blends tech exposure with hedges for steadier, higher risk-adjusted returns vs the S&P in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.48
-0.27
0.05
-0.22
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
90.64%
14.4%
3.07%
6.63%
0.87
641.86%
51.85%
0.55%
-1.33%
2.07
Initial Investment
$10,000.00
Final Value
$74,185.60
Regulatory Fees
$205.53
Total Slippage
$1,250.03
Invest in this strategy
OOS Start Date
Mar 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical qqq, hedged, volatility hedging, trend-following, managed-futures signals, long/short, daily rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type