The Treasury Effect
Today’s Change (Jun 22, 2026)
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About
A 4‑engine, ~50/50 mix of tactical Treasuries and aggressive tech/volatility trades. It rides trends with leveraged ETFs, parks in cash when overheated, and flips to hedges/shorts in selloffs to smooth returns and reduce drawdowns.
Four engines; roughly half Treasuries, half aggressive stocks/vol.
1) Trade long‑term Treasuries long/short (TMF/TMV) by trend and a 0–100 “heat” gauge (RSI); park in T‑bills (SHV/BIL) or bonds (BND/TLT) when hot.
2) Second Treasury momentum sleeve.
3) Short‑vol (SVXY) when calm; switch to SPY/BTAL or long‑vol (VIXY/UVXY) on risk spikes.
4) Tech momentum (TQQQ/TECL/SOXL/UPRO/UDOW) in bulls; cut/hedge with cash, PSQ/SQQQ on weakness. Moving averages=trend lines.
Out-of-sample returns ~28% annualized vs SPY ~21%; Calmar ~1.23 signals strong risk‑adjusted growth. A 50/50 treasury overlay plus tech/vol sleeves diversifies risk and targets higher upside with hedges—even in stress, drawdowns can run ~23%.
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Invest in this strategy
OOS Start Date
Feb 1, 2024
Trading Setting
Threshold 2%
Type
Stocks
Category
Multi-asset tactical, regime switching, trend + mean reversion, leveraged & inverse etfs, volatility carry, treasury overlay
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
IWM
iShares Russell 2000 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCO
ProShares UltraShort Bloomberg Crude Oil
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks