V1 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1 | BIL
Today’s Change (Nov 5, 2026)
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About
A daily strategy that switches between aggressive stock exposure in calmer markets and selective “buy-the-dip” trades or cash-like Treasury bills when markets are stressed.
How it worksThis strategy first asks: are we in a stressed market or a calmer one?
If the U.S. stock market has had a big drop over the past year, it mostly sits in BIL (a very short-term Treasury fund, used like cash) and only buys when the Nasdaq 100 or S&P 500 has fallen more than 5% in 5 days. It then buys TQQQ or UPRO, which are aggressive funds that aim to move about 3x the daily move of those indexes.
If the market is calmer, it uses a growth mix: mostly UPRO and TQQQ, plus TMF, a fund tied to long-term U.S. Treasury bonds. If stocks start falling quickly again, it moves back to BIL.
Value propAdaptive, rules-based strategy: risk-off in stressed markets (cash-like Treasuries) and risk-on with leveraged ETFs in calmer markets, daily rebalance. OOS return ~14.3%/yr, Sharpe ~0.55, clear risk controls, no K-1.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 0.88 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 791.95% | 14.07% | -1.04% | -0.34% | 0.86 | |
| 10,837% | 32.64% | 1.19% | -5.5% | 1.12 |
Initial Investment
$10,000.00
Final Value
$1,093,699.55Regulatory Fees
$1,393.23
Total Slippage
$8,550.65
Invest in this strategy
OOS Start Date
Feb 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, dip buying, risk on/off, stocks and treasuries, daily rebalancing
Tickers in this symphonyThis symphony trades 6 assets in total