Sisyphus 0.0 Serenity TECL/TECS for FNGA/FNGD
Today’s Change (Mar 5, 2026)
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About
A daily, tactical “buy the dip / fade the rip” portfolio. In uptrends it buys pullbacks in 3x tech/semis; when markets run too hot it adds a small volatility or inverse hedge. In downtrends it prefers T‑Bills/Bonds. A KMLM signal tilts tech risk; also trades EM, bonds, and gold.
How it worksEach day the strategy asks 3 things: (1) Is the market trend up or down (price vs a long-term average)? (2) Are stocks “too hot” or “too cold”? RSI = a 0–100 heat gauge of recent up vs down days. (3) Is volatility rising?
• Uptrend: buy dips in 3x tech/semis (TQQQ, TECL, SOXL). If things look too hot, add a small hedge that goes up when markets drop (UVXY) or use inverse funds (SQQQ/TECS).
• Downtrend: park in T‑Bills/Bonds (BIL/BOND/TMF), sometimes short.
• A KMLM check tilts toward/away from tech. Side sleeves trade EM (EDC/EDZ), bonds (TMF/TMV), and gold (UGL/GLL). Uses 3x/inverse ETFs; high risk; rebalanced daily.
Value propDiversified, risk-managed strategy with a tech tilt. Out-of-sample beta ~0.38 and Calmar ~3.71 imply lower market correlation and strong risk-adjusted returns, potentially reducing drawdown while pursuing upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.31 | 0.04 | 0 | 0.02 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 99.13% | 14.19% | -0.15% | 0.4% | 0.87 | |
| 74,013.72% | 257.2% | 2.35% | 2.48% | 4.42 |
Initial Investment
$10,000.00
Final Value
$7,411,371.99Regulatory Fees
$18,297.48
Total Slippage
$117,612.27
Invest in this strategy
OOS Start Date
May 12, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, multi-asset, leveraged etfs, trend + mean reversion, volatility-hedged, daily rebalanced, tech-tilted
Tickers in this symphonyThis symphony trades 55 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks