UVIX over UVXY V3.0.3 | β’οΈ Beta Baller + TCCC π | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole π§ββοΈ, comrade | AR: 9656.2%, DD 32.3% - BT date 1DEC19
Todayβs Change (Oct 22, 2026)
β
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About
A very high-risk daily trading strategy that usually bets on rising market fear, but when panic is already extreme it rotates into aggressive tech, semiconductor, bearish, or defensive trades.
This strategy checks every day whether market fear looks overheated. If not, it usually buys UVIX, a very aggressive fund that rises when stock-market panic rises.
If fear already looks extreme, it switches into a fast-moving playbook: often buying semiconductor or tech funds when they look beaten down, and switching to bearish or defensive trades when conditions worsen.
Out-of-sample, this strategy targets 23.4% annualized return vs 20.4% for the S&P, with stronger upside in volatility regimes and higher market responsiveness, aiming for long-run growth, though it carries very large drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.3 | 0.85 | 0.02 | 0.16 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 84.51% | 14.61% | -0.05% | 3.57% | 0.89 | |
| 10,520.61% | 182.52% | -4.2% | 43.09% | 1.55 |
Initial Investment
$10,000.00
Final Value
$1,062,060.99Regulatory Fees
$11,841.78
Total Slippage
$94,714.08
Invest in this strategy
OOS Start Date
Oct 28, 2022
Trading Setting
Daily
Type
Stocks
Category
Volatility, leveraged etfs, semiconductors, technology, tactical asset allocation, market timing, mean reversion, momentum, macro, risk-off
Tickers in this symphonyThis symphony trades 39 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
EUO
ProShares UltraShort Euro
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks