Return Rotator | Actively Traded
Today’s Change (Aug 23, 2026)
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About
A daily, equal‑weight rotation into the 4 strongest of 9 mega‑cap names, using simple “trend and heat” checks to choose between 2x long, inverse, cash, or market hedges. Aims to ride uptrends, buy deep dips, and step aside when markets overheat.
Each day it ranks 9 big names (AAPL, MSFT, META, GOOG, NVDA, AMZN, MSTR, BRK.B, COST) and buys the best 4, equal‑weighted. It checks trend (short vs medium moving averages) and a “hot/cold” score (RSI). Strong → stock or a 2x long ETF (AAPB, MSFU, GGLL, NVDL, AMZU). Weak → inverse ETF (AAPD, MSFD, GGLS, NVDD, AMZD) or cash (BIL). If the whole market looks overheated, hedge with BTAL+VXX. Rebalances daily.
Out-of-sample annualized return ~32.8% vs SPY ~19.2%, lower drawdown ~17% vs ~19%, higher Sharpe ~1.19 vs ~1.11, and lower beta ~0.65. A daily mega-cap momentum rotation that rides uptrends and hedges overheated markets.
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Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, momentum rotation, trend-following, single-stock leveraged etfs, hedging, daily rebalancing
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
AAPL
Apple Inc.
Stocks
AMZD
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks