Simple Market Strategy / TMV/TMF Selector v2.0
Today’s Change (Oct 8, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules‑based, tactical switch using a volatility gauge (UVXY) to choose between a Treasury bet (TMF/TMV) and an equity bull/bear engine. Signals rely on RSI and recent drawdown; hedges in dollar/gold; occasional commodity holds. Heavy use of 3×/vol funds—high risk.
How it worksRSI=0–100 “heat” of recent moves (>70 hot/<30 cold). Max drawdown=worst recent drop.
- If UVXY (volatility ETF) is hot, pick TMF or TMV (3× long/short long‑term Treasuries) by recent damage; if both calm, own the 2 weakest (5‑day RSI) from SHY (short Treasuries), TQQQ/SPXL (3× stock bulls), and DBC/DBA (commodities).
- Else stocks: if SPY/QQQ very hot, buy UVXY; if SPY fell >6% in 10d, use SQQQ/SPXU (3× stock bears) or hedge with UUP (US dollar)+GLD (gold); otherwise buy the dip in TQQQ/SPXL/SHY.
Value propOut-of-sample, this volatility-regime strategy targets about 44% annualized return vs 21% for the S&P, with ~1.04 Sharpe and 0.86 Calmar. It blends regime switches and hedges for upside, but can suffer drawdowns near 51%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.66 | 1.11 | 0.15 | 0.39 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 727.27% | 15.24% | 1.72% | 4.21% | 0.94 | |
| 4,411,461% | 105.01% | -2.73% | -2.82% | 1.73 |
Initial Investment
$10,000.00
Final Value
$441,156,099.57Regulatory Fees
$1,355,246.35
Total Slippage
$13,050,116.30
Invest in this strategy
OOS Start Date
Sep 23, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, volatility regime filter, rsi/momentum, drawdown-based rotation, bonds, commodities, hedged, short-term