SPHB BACKTEST - V 3.0 | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙♂️ | AR: 9335.3%, DD 32.3% - BT date 1DEC19 | FYI Framework
Today’s Change (Mar 18, 2026)
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About
A fast, switch-on-a-dime strategy that rides uptrends with 3x tech/semis/S&P ETFs, flips to 3x Treasury trades when rates move, and uses VIX (UVXY) or inverse ETFs in selloffs. It’s very aggressive and tactical, using short-term trend and “hot/cold” signals.
How it worksIt watches three things: trend, hot/cold, and fear.
- Trend: moving averages (a price “trend line”) on stocks (SPY) and bonds (TLT).
- Hot/cold: RSI, a short-term “temperature” meter (hot = stretched, cold = washed out).
- Fear: UVXY (VIX) spikes.
If stocks trend up, it buys the strongest 3x tech/semis/S&P fund. If stocks get too hot, it briefly buys UVXY. If very cold, it buys a bounce or shorts tech, depending on bonds. If bonds trend up (not overheated), it buys 3x long Treasuries (TMF); if overheated, it flips to 3x short (TMV). In inflation/rate-rising phases it rotates to cash-like Treasuries, inverse funds, energy, dollar, or volatility.
Value propOut-of-sample, this strategy seeks 43.44% annualized returns with a 0.75 beta and Calmar 1.65, delivering stronger risk-adjusted upside vs the S&P 500. Tactical hedges add diversification, though higher drawdowns are possible.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.42 | 0.16 | 0.01 | 0.09 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 597.21% | 14.47% | -1.77% | 0.2% | 0.89 | |
| 34,797.2% | 50.32% | -0.18% | 0.5% | 1.51 |
Initial Investment
$10,000.00
Final Value
$3,489,719.70Regulatory Fees
$3,892.03
Total Slippage
$24,978.15
Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical regime switching, leveraged etfs, trend + mean reversion, volatility timing, rates/commodities aware
Tickers in this symphonyThis symphony trades 39 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
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
EUO
ProShares UltraShort Euro
Stocks