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v0.1.0 | Pheonix and Jörmungandr | BT: 12/04/2019 | AR: 107% | MDD: 7.4%
Today’s Change

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About

Daily tactical system that buys strength in stocks, energy and commodities when trends are up, and flips to hedges (gold, Treasuries, dollar, staples, volatility) when markets get hot or choppy. Uses leveraged ETFs; high risk, active, rules‑based.
NutHow it works
Each day it checks four things: trend vs averages (is price above its usual level?), hot/cold (RSI), choppiness (volatility), and recent drops. • Calm + uptrend: own fast stock funds (UPRO/TQQQ) and the strongest energy/commodity picks. • Hot/choppy/down: rotate to safety (Treasuries, gold, dollar, staples, anti‑beta) or even buy fear (UVXY). It sizes S&P vs Nasdaq by which is calmer.
CheckmarkValue prop
Dynamic, rules-based strategy blending levered equities with hedges (gold, Treasuries, USD, volatility) to diversify and dampen risk vs. the S&P. With beta ~0.6, it provides a distinct return path that can smooth drawdowns and enhance diversification.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.41
0.38
0.13
0.36
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
55.56%
12.44%
-1.67%
2.89%
0.74
Initial Investment
$10,000.00
Final Value
$52,276.62
Regulatory Fees
$217.30
Total Slippage
$1,335.91
Invest in this strategy
OOS Start Date
Jul 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, trend/momentum, volatility switch, leveraged etfs, commodities/energy, bonds/gold hedged
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type