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The Vortex Strategy
Today’s Change

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About

Daily momentum mix of top cryptos and high-octane equities (TQQQ, TSLA, NVDA) plus diversified KMLM. Adds UVIX as a volatility spike hedge when tech is extra wild. Weights steadier picks more. Built for short-term trading in fast markets.
NutHow it works
Each day, it picks: - Top 3 cryptos (best 2-week gains) from BTC, ETH, DOGE, SOL, SHIB. - Top 2 from TQQQ (3x Nasdaq-100), TSLA, NVDA, KMLM (a trend-following managed‑futures ETF). If TQQQ has been wilder than VOO (S&P 500), it adds UVIX (a VIX spike hedge); otherwise it adds TQQQ. Then it gives bigger weights to steadier choices (lower 2‑week volatility).
CheckmarkValue prop
Out-of-sample: ~17.15%/yr vs 13.50% for the S&P, higher risk-adjusted Sharpe (~0.714 vs ~0.702), and smaller max drawdown (15.63% vs 18.76%). Diversified momentum with a volatility hedge offers stronger, smoother upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.23
0.41
0.06
0.24
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
57.29%
13.54%
0.19%
3.76%
0.8
134.81%
26.92%
-9.43%
-9.06%
0.93
Initial Investment
$10,000.00
Final Value
$23,481.14
Regulatory Fees
$41.40
Total Slippage
$370.72
Invest in this strategy
OOS Start Date
Feb 13, 2025
Trading Setting
Daily
Type
Hybrid
Category
Crypto momentum, equity momentum, volatility hedge, inverse-vol weighting, daily rebalance, leveraged etfs, managed futures
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type