Simple Beta Baller Signal - no semis, no UVXY, 3x | Anansi
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving market-timing strategy that switches between 3x bullish tech, 3x bearish tech, long-term Treasury bonds, and cash-like T-bills based on very short-term market momentum signals.
Each day, this strategy checks which parts of the market have been stronger very recently using RSI, a simple 'heat gauge' of recent price moves.
Most of the time it makes one of 4 bets: bullish tech (TQQQ), bearish tech (SQQQ), long-term US bonds (EDV), or a cash-like T-bill fund (BIL). It uses short-term strength in stocks and bonds to decide whether to be aggressive, defensive, or bearish.
Momentum-based, cross-asset strategy that shifts among tech bets, bonds, and cash to ride short-term trends. OOS: ~21% annualized return vs SPY ~16.8%, but larger drawdowns (~53% vs ~17%), i.e., bigger upside with higher risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.7 | 1.25 | 0.13 | 0.37 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 646.87% | 13.92% | -1.04% | -0.34% | 0.85 | |
| 6,029,448.75% | 104.06% | -20.08% | -31.14% | 1.52 |
Initial Investment
$10,000.00
Final Value
$602,954,875.49Regulatory Fees
$1,385,811.59
Total Slippage
$13,333,348.93
Invest in this strategy
OOS Start Date
Feb 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, rsi, leveraged etfs, nasdaq-100, bonds, market timing, risk-on/risk-off
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPIB
State Street SPDR Portfolio Intermediate Term Corporate Bond Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks