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The Gold Digger But 2x & Longer BT This Time and Oh Boy
Today’s Change

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About

A daily rules-based system that flips between 2x bull or bear gold‑miner ETFs using a 10‑day ‘heat meter’ and quick momentum checks of big‑tech (QQQ) vs Treasuries (TLT); parks in T‑bills when conditions aren’t favorable.
NutHow it works
Trades one of: NUGT (2x bullish gold‑miner ETF), DUST (2x bearish), or BIL (T‑bills). Uses a 0–100 ‘heat meter’ (RSI) on NUGT over 10 days: >79 → DUST; <30 → NUGT. Otherwise: if QQQ’s 90‑day return > its 70‑day, then use NUGT only if its 75‑day > 70‑day, else BIL. If not, and QQQ’s 35‑day > TLT’s 95‑day, use DUST; else BIL. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return 32.6% vs 26.4% for the S&P, via rules-based rotation into leveraged gold miners with cash (BIL) when risk rises. Higher upside potential with active risk management—an attractive S&P alternative.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.4
0.08
0
0.02
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
559.54%
13.77%
0.19%
3.76%
0.83
Initial Investment
$10,000.00
Final Value
$137,851.11
Regulatory Fees
$264.44
Total Slippage
$1,660.03
Invest in this strategy
OOS Start Date
May 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, gold miners, rsi, momentum, mean reversion, regime filter, risk-on/risk-off, daily rebalancing, tactical rotation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type