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Tesla Momentum
Today’s Change

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About

Daily Tesla-focused momentum: hold TSLA when it’s strong but not overheated; otherwise hold SPY if the market is trending up, or sit in BIL (short‑term T‑bills) when conditions are weak.
NutHow it works
Daily check. RSI is a 0–100 score of how fast price has risen vs fallen. - If TSLA (Tesla) 5‑day RSI > 65 and 15‑day RSI ≤ 85: own TSLA. - If 15‑day RSI > 85: move to BIL (short‑term T‑bills). - If 5‑day RSI ≤ 65: if SPY (S&P 500 ETF) is above its 200‑day average, own SPY; otherwise hold BIL.
CheckmarkValue prop
Out-of-sample alpha ≈ 5.9% annually with a risk-aware TSLA momentum, SPY trend filter, and cash hedge. Sharpe ≈ 0.52; Calmar ≈ 0.46—supporting diversified, risk-controlled gains beyond plain SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.26
0.6
0.1
0.31
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
740.77%
14.94%
3.07%
6.63%
0.9
9,240.41%
34.54%
-4.54%
7.94%
1.07
Initial Investment
$10,000.00
Final Value
$934,040.56
Regulatory Fees
$4,567.19
Total Slippage
$31,258.12
Invest in this strategy
OOS Start Date
Nov 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend following, tactical allocation, single-stock, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type