Sysiphus Deviation sorter
Today’s Change (Mar 14, 2026)
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About
A daily, rules‑based swing approach: buy 3× growth ETFs on sharp dips, hedge overheated markets with volatility funds, and rotate to bonds, cash, inverse funds, or KMLM (managed futures) when trends weaken. Very high risk and turnover.
Each day it checks the market trend (price vs 200‑day average) and short‑term swings using RSI, a 0–100 speedometer of recent moves (high=overheated, low=washed out). It buys 3× stock funds on dips and shifts to volatility/cash/bonds or inverse funds when things look hot or weak. It can also use KMLM (a managed‑futures fund) for diversification and adds EM/gold modules.
Key funds: TQQQ=3× Nasdaq, UPRO/SPXL=3× S&P, TECL=3× tech, SOXL=3× semis, SQQQ/TECS/SOXS=−3× stock, UVXY/UVIX=volatility, BIL/SHV=T‑bills, TLT/TMF=long bonds.
Out-of-sample, this rules-based strategy targets ~47% annualized returns vs ~22% for the S&P, with Sharpe ~1.95 and Calmar ~8.17, delivering stronger risk-adjusted performance and disciplined downside control via hedges and trend signals.
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Invest in this strategy
OOS Start Date
Jul 17, 2025
Trading Setting
Daily
Type
Hybrid
Category
Tactical allocation, trend following, mean reversion, volatility hedge, leveraged etfs, long/short, managed futures, bonds, gold, emerging markets
Tickers in this symphonyThis symphony trades 86 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
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
DXD
ProShares UltraShort Dow 30
Stocks