V3.0.3b | ?? Beta Baller + TCCC ? | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole ????, comrade | AR: 9730.4%, DD 32.3% - BT date 1DEC19
Today’s Change (Mar 17, 2026)
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About
A daily, one‑ETF strategy that reads stock trend, rates, bonds, commodities, and volatility. It fades overheated rallies with UVXY, buys short‑term dips in 3x tech/semis when conditions allow, and flips to bearish or rate trades when risk rises.
How it worksEach day it reads the market’s “weather”: stocks (SPY trend), interest rates (TLT), bonds (BIL vs IEF), commodities (DBC), and volatility (UVXY). RSI (a 0–100 “hot/cold” gauge) flags extremes. It then picks 1 ETF:
- If markets are very hot, it buys UVXY (volatility) to fade the spike.
- If markets are washed out and bonds look supportive, it buys a dip in 3x tech/semis (TECL, TQQQ, SOXL).
- In stress (rates up/commodities volatile), it shifts to 3x bearish or rate trades (SQQQ, SOXS, TMV/TMF).
Value propOut-of-sample annualized return ~66.6% vs SPY ~20.7%; Calmar ~1.36. A regime-aware strategy using volatility hedges and leveraged ETFs to capture big moves. Higher drawdowns (~49% vs SPY ~19%), but substantially greater upside potential.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.67 | 0.87 | 0.04 | 0.19 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 137.1% | 14.7% | -1.77% | 0.2% | 0.78 | |
| 362,030,831.04% | 1,001.85% | -18.4% | 8.76% | 3.03 |
Initial Investment
$10,000.00
Final Value
$36,203,093,104.17Regulatory Fees
$267,153,477.23
Total Slippage
$1,921,710,292.61
Invest in this strategy
OOS Start Date
Jul 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, leveraged etfs, mean reversion + momentum, volatility hedging, macro regime, risk-on/off, multi-asset rotation
Tickers in this symphonyThis symphony trades 38 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
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
EUO
ProShares UltraShort Euro
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks