SVXY FTLT - Caesar's rev1
Today’s Change (Mar 18, 2026)
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About
A daily, cash-equal, multi-asset tactical strategy using RSI momentum signals and a top-asset momentum screen to rotate among SVXY/UVXY, EDZ, URTY, QQQ, SPY, TQQQ, UPRO and BTAL, with daily rebalancing.
On each trading day:
- Start with an equal-weighting approach for potential assets.
- Check momentum signals:
• If QQQ's 10-day RSI is above 80, add UVXY (volatility hedge).
• Else if SPY's 10-day RSI is above 80, add UVXY and EDZ (bear-on EM).
• Else if QQQ's 10-day RSI is below 30, add URTY (levered small-cap).
- If none of the above conditions fire, evaluate a top-asset momentum screen among SVXY, QQQ, SPY, TQQQ, UPRO, but only if SVXY is above its 21-day moving average (i.e., in an uptrend). If that screen yields a result, allocate to that top asset; if SVXY isn’t above its 21-day MA, allocate to BTAL instead.
- Rebalance every day, equally weighting any assets chosen on that day.
- The intent is to participate in upside via leveraged equity or hedged/anti-beta exposures when regime signals align, while hedging risk with volatility products or anti-beta funds when signals indicate caution.
Dynamic, cash-equal multi-asset sleeve using RSI momentum to time volatility hedges and leveraged equity bets, offering diversification beyond SPY. OOS data show lower returns and larger drawdowns; best as a tactical sleeve, not core.
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Invest in this strategy
OOS Start Date
Jan 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, momentum-based, volatility-hedged, tactical-rotation, leveraged-etfs
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
URTY
ProShares UltraPro Russell2000
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks