[Reduced V4] ManuMB BlackSwan Catcher
Today’s Change (Nov 5, 2026)
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About
A very aggressive daily trading system that tries to catch crashes and rebounds by switching between cash-like T-bills, volatility trades, and leveraged tech/semiconductor bets.
This strategy checks the market every day for signs of a crash, panic, or rebound.
If stocks—especially tech—are falling fast, it often moves into fear-related trades like UVXY or into very short-term Treasury bills (BIL), which act like a cash parking spot.
If the selloff looks exhausted, it swings into aggressive bets on a bounce, mainly using leveraged semiconductor and tech funds like SOXL and TQQQ. It also uses bond trends to decide whether a rebound looks trustworthy.
Out-of-sample edge: ~71% annualized return vs ~16% for the S&P. Sharpe ~1.21 vs ~0.99; Calmar ~2.57. It protects in crashes with cash/volatility bets and aims for explosive tech rebounds—strong alpha for risk-tolerant investors (higher drawdown).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.62 | 0.03 | 0 | 0.01 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 684.54% | 14.91% | -1.04% | -0.34% | 0.93 | |
| 292,406.63% | 71.37% | 0.32% | 0.93% | 1.42 |
Initial Investment
$10,000.00
Final Value
$29,250,662.52Regulatory Fees
$19,735.24
Total Slippage
$182,070.33
Invest in this strategy
OOS Start Date
Oct 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, crash protection, volatility trading, leveraged etfs, mean reversion, trend following, risk-on/risk-off
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPTL
State Street SPDR Portfolio Long Term Treasury Index ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks