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UVXY Fun KMLM\XLK
Today’s Change

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About

A daily switch that scales into UVXY when QQQ looks extremely hot, otherwise goes: long 3x tech (TQQQ) if tech momentum beats a trend fund (KMLM), flips to 3x Treasuries (TMF) if the market is too hot, or shorts tech (QID) when tech momentum lags.
NutHow it works
Each day it checks if the Nasdaq‑100 (QQQ) looks very “hot” using an up‑vs‑down score (RSI). The hotter it is across multiple time windows, the more it buys UVXY (a volatility fund that jumps if stocks fall). If not hot, it compares tech (XLK) vs a trend fund (KMLM): if tech leads, buy 3x tech (TQQQ)—unless the S&P 500 (SPY) is too hot, then buy long Treasuries (TMF). If tech lags KMLM, short tech with QID for ~5 days.
CheckmarkValue prop
Out-of-sample annualized return ~29.6% vs SPY ~12.2%, alpha ~0.48, Sharpe/Calmar ≈0.75. Higher upside with built‑in hedges (UVXY, TMF, QID) and disciplined risk-on/risk-off shifts. Note larger drawdowns (~39%) vs SPY’s ~19%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.99
-0.22
0
-0.07
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
91.28%
14.12%
-1.67%
2.89%
0.86
4,984.93%
122.64%
-6.32%
-18.07%
1.74
Initial Investment
$10,000.00
Final Value
$508,492.97
Regulatory Fees
$1,011.75
Total Slippage
$6,236.56
Invest in this strategy
OOS Start Date
Dec 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, mean-reversion, volatility hedge, leveraged etfs, tech sector, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type