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Uncorrelated Outliers | JS mod | JG 2024-11-06
Today’s Change

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About

A daily, rules‑driven “all‑weather” system. It rides tech uptrends with leveraged ETFs, then quickly hedges or goes long volatility in selloffs, and rotates into KMLM managed futures, Treasuries, dollar, and gold when risk rises. Aims for growth with crash defense.
NutHow it works
Daily it checks trend and “heat”: - Trend: is SPY above its 200‑day average? - Heat (RSI): a simple hot/cold gauge of recent moves. Risk‑on: own fast movers (TQQQ, SOXL, TECL, UPRO) and short‑vol (SVXY). Frothy or falling fast: switch to crash gear (UVXY/UVIX/VIXY, SQQQ/SOXS/TECS) or T‑Bills (BIL/SHV). When bonds beat stocks or rates swing: use Treasuries (TMF/TMV), gold/USD/BTAL, or KMLM (a diversified managed‑futures fund).

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Invest in this strategy
OOS Start Date
Mar 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Regime switching, leveraged etfs, volatility hedging, trend + mean-reversion, managed futures (kmlm), risk management
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type