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Simple Beta Baller Signal - no semis, no UVXY, 3x | Anansi
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily momentum switch among cash‑like T‑bills (BIL), leveraged Nasdaq 100 up or down (TQQQ/SQQQ), and very long Treasuries (EDV), using short‑term “heat scores” to decide when to take risk, hedge, or step aside.
NutHow it works
Each day it scores funds on a 0–100 scale (RSI: higher = stronger/“hotter”). 1) If 7–10yr Treasuries look stronger than T‑bills, it buys TQQQ (3x up Nasdaq‑100) unless the S&P 500 looks too hot (RSI>75), then it parks in BIL (cash‑like). 2) Otherwise, if safer corporates beat high‑beta stocks, it buys TQQQ; if not, it picks the stronger of SQQQ (3x down Nasdaq) or EDV (very long Treasuries).
CheckmarkValue prop
Diversification-focused tactical sleeve. A cash/momentum/bond mix to hedge and diversify from the S&P 500; it can help in volatility but trails SPY on return and has larger drawdowns—best as a complement, not core.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.72
1.26
0.14
0.37
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
541.42%
13.7%
0.19%
3.76%
0.83
Initial Investment
$10,000.00
Final Value
$397,247,901.16
Regulatory Fees
$875,797.60
Total Slippage
$6,279,151.94
Invest in this strategy
OOS Start Date
Feb 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, momentum, trend, risk-on/risk-off, leveraged etfs, etf timing, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type