SVXY FTLT frontrunner
Today’s Change (Nov 5, 2026)
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About
A market-stress strategy that is usually parked in Treasury bills, but jumps fully into UVXY when short-term signals suggest stocks are overheated or fear may spike.
This strategy watches for signs that the stock market is overheating or becoming unstable. It checks whether several market areas have risen too fast recently using RSI, a 0–100 “speedometer” of recent price moves.
If any warning sign appears, it moves 100% into UVXY, a very aggressive fund that tends to rise when market fear jumps. If not, it parks in BIL, a short-term Treasury bill fund that acts like a cash substitute.
Out-of-sample edge: ~22% annualized return with cash-like safety most of the time, plus a UVXY hedge during volatility spikes. Drawdowns can exceed the SPX, but the strategy’s negative beta adds diversification when markets stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.7 | -0.71 | 0.08 | -0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 604.4% | 14.35% | -1.04% | -0.34% | 0.89 | |
| 194,541.03% | 68.26% | 4.14% | 4.78% | 1.42 |
Initial Investment
$10,000.00
Final Value
$19,464,103.39Regulatory Fees
$39,691.46
Total Slippage
$372,229.05
Invest in this strategy
OOS Start Date
Jun 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Market timing, volatility trading, defensive, crash hedge, tactical allocation, all-or-nothing
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOOG
Vanguard S&P 500 Growth ETF
Stocks
VOOV
Vanguard S&P 500 Value ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks