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Tech (NSQ8) or Sector Momentum
Today’s Change

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About

When the tech-heavy market is trending up, own the 3 hottest mega-cap NASDAQ tech names. Otherwise, rotate into the 3 strongest U.S. sectors. Equal‑weight, rebalance monthly, refresh the tech list annually.
NutHow it works
Each month: check if QQQ’s short-term price (about 1 week) is above its long-term average (about 10 months). If yes, buy the 3 best performers over ~1 month from META, AMZN, AAPL, MSFT, GOOG, NVDA, TSM, AVGO. If not, buy the 3 strongest U.S. sectors (Vanguard sector ETFs) by ~10‑month gains. Equal‑weight; update the tech list yearly.
CheckmarkValue prop
Out-of-sample: 21.6% annualized vs S&P 20.9%; Sharpe 0.86; Calmar 0.74. Regime-adaptive 3-position strategy: mega-cap tech in uptrends, sector rotation in downturns; monthly rebalance. Higher drawdowns in bears, but better upside capture.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.18
1.13
0.54
0.73
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
347.09%
13.86%
3.07%
6.63%
0.83
3,540%
36.56%
0.81%
11.06%
1.29
Initial Investment
$10,000.00
Final Value
$363,999.88
Regulatory Fees
$218.04
Total Slippage
$1,386.33
Invest in this strategy
OOS Start Date
Nov 2, 2024
Trading Setting
Monthly
Type
Stocks
Category
Momentum, trend following, sector rotation, mega-cap tech, tactical allocation, rules-based, monthly rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type