V1a Magic Internet Money (+ Gain Train)
Today’s Change (Mar 18, 2026)
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About
A two-layer, rule-based strategy that tries to catch crypto momentum while protecting against risk with a dollar-hedged hedge, using RSI, moving averages, volatility filters, and a top-2 asset selection to shape exposures.
- The system runs two main decision paths: BITI Bot and Deez Gain Train Hedge.
- If Bitcoin momentum signals (RSI on BITO) exceed a threshold, the BITI Bot branch can trigger exposure to BITI (a Bitcoin hedge) and crypto-related assets when other signals (like MicroStrategy momentum) agree.
- Separately, the Deez Gain Train Hedge builds a risk-off basket using US dollar exposure (USDU vs UUP) and a top-2 selection among cash-like assets (BIL) and volatile commodity/tech exposures (SOXL, PDBC) based on a volatility screen.
- A moving-average framework (EMA, moving averages) is used to time entries for dollar-hedge assets.
- Weights are baked into the structure (heavy emphasis on the main Gain Train branch with substantial hedging when signals align).
- No fixed rebalancing schedule; rebalancing is limited by a corridor width that allows some drift before rebalancing.
Chase higher long-run gains with a crypto-aware, dollar-hedged strategy. OOS return: 24.17% vs SPY ~21.78%; Calmar 0.54. But expect higher risk: max drawdown ~44.7% and Sharpe ~0.72. Best for risk-tolerant investors seeking upside.
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Invest in this strategy
OOS Start Date
Jan 23, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Quantitative, multi-asset, crypto-hedged, momentum-driven
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
MSTR
Strategy Inc Common Stock Class A
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks