V1.2 | Momentum Mean Reversion LETFs with Black Swan Catcher | DJKeyhole | Use V1.1 A Better LETF Basket
Today’s Change (Jan 19, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based swing trading in leveraged ETFs: buy short-term dips in tech/market, flip to leveraged Treasuries as rate trends shift, and use inverse/defensive ETFs or UVXY to hedge crashes. High risk, fast-moving, and highly tactical.
In plain English: it’s a rulebook that swings between offense and defense.
- Offense: When stocks look “washed out” (RSI, a simple too-hot/too-cold gauge; below ~30 = too cold), it buys 1–2 beaten‑down 3x bull funds (often tech/semis) for a bounce.
- Rates: It checks long‑term Treasury trends. If rates are likely falling, it uses TMF (3x long Treasuries); if rising, TMV (3x short Treasuries).
- Defense: If markets drop fast or fear spikes (UVXY jumps), it rotates into cash/bonds, strong USD, inverse stock funds, or adds a small UVXY hedge.
It keeps repeating these checks and switches as conditions change.
Out-of-sample: ~42.7% annualized return vs SPY ~23%, Calmar ~0.86. A rule-based, rate-aware swing strategy offers bigger upside with hedges; expect higher drawdowns in crashes but stronger long-run growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.65 | 0.81 | 0.04 | 0.2 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 454.75% | 14.41% | 2.19% | 5.01% | 0.88 | |
| 37,157,260,054.1% | 371.43% | 15.56% | 10.82% | 2.6 |
Initial Investment
$10,000.00
Final Value
$3,715,726,015,409.75Regulatory Fees
$4,777,711,535.78
Total Slippage
$6,080,870,346.05
Invest in this strategy
OOS Start Date
Oct 17, 2022
Trading Setting
Threshold 24%
Type
Stocks
Category
Leveraged etfs, tactical allocation, mean reversion, momentum, inverse etfs, volatility hedge, sector rotation, macro regime
Tickers in this symphonyThis symphony trades 44 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
BRZU
Direxion Daily MSCI Brazil Bull 2X Shares
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks