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V 1.1 | ₿ Magic Internet Money (MIM) | Deez | AR: 13,713.9% DD: 19.4% BT: 29JUN2022
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About

Daily Bitcoin‑tactical rotation: go long BITO/MSTR/COIN, short via BITI after blow‑offs, or move to cash (BIL)/defensives (UNH, COST). Decisions use trend, speed, volatility, plus a U.S. dollar (UUP) overlay.
NutHow it works
Rebalances daily. It watches Bitcoin via BITO. If BITO is below its ~3‑month average, it trades crypto tactically: ride strength using BITO, MicroStrategy (MSTR), Coinbase (COIN) and sometimes semiconductor momentum (SOXL), sized by recent calm/turbulence; after fast spikes it may briefly bet against Bitcoin with BITI; after sharp drops or when the U.S. dollar (UUP) is firm, it parks in T‑bills (BIL). Else it defaults to steadier stocks (UNH, COST).
CheckmarkValue prop
Out-of-sample stats are challenging: -9.96% annualized, 47% max drawdown, negative Sharpe. This is a high-risk, crypto-tilt satellite strategy—not a core S&P replacement, best for risk-tolerant diversifiers seeking potential regime-driven upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.07
0.73
0.14
0.38
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
77.05%
18.34%
-1.67%
2.89%
1.08
Initial Investment
$10,000.00
Final Value
$16,459.78
Regulatory Fees
$181.52
Total Slippage
$996.85
Invest in this strategy
OOS Start Date
Nov 23, 2022
Trading Setting
Daily
Type
Stocks
Category
Bitcoin tactical, long/short, momentum + pullback, volatility-sized, daily rebalance, risk-managed
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type