TIP Signal: MIDU/BTAL Switcher
Today’s Change (Oct 8, 2026)
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About
A daily switch. When inflation‑protected bonds (TIP) trend up, go all‑in on a 3× mid‑cap stock fund (MIDU). When they trend down, flip to a defensive anti‑beta fund (BTAL). Seeks growth in good times and defense in bad.
Each day it looks at TIP, an ETF of inflation‑protected U.S. Treasury bonds. It checks whether TIP’s price is above its 6‑month “exponential moving average” (a trend line that gives more weight to recent prices). If above, it goes 100% into MIDU—an aggressive 3× fund tied to U.S. mid‑cap stocks. If below, it goes 100% into BTAL—a defensive fund that favors steadier stocks and bets against the most volatile ones. It rechecks and can switch daily.
TIP-driven tactical overlay that switches between 3× MIDU and BTAL to diversify a core portfolio. OOS shows negative returns and larger drawdowns vs SPY, so treat it as a satellite hedge, not core exposure.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 1.76 | 0.39 | 0.63 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 761.66% | 15.4% | 1.72% | 4.21% | 0.94 | |
| 20,088.94% | 42.33% | -4.62% | -12.21% | 0.99 |
Initial Investment
$10,000.00
Final Value
$2,018,893.69Regulatory Fees
$2,239.19
Total Slippage
$17,070.80
Invest in this strategy
OOS Start Date
Aug 29, 2026
Trading Setting
Daily
Type
Stocks
Category
Trend following, macro timing, tactical allocation, leveraged etfs, market neutral factor, inflation/tips signal, risk-on/risk-off