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V3.0.4.5 | ☢️ Beta Baller + TCCC | Anansi Clean Up | 2011-10-04 RL
Today’s Change

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About

A daily, rules-based “risk-on/risk-off” rotation. It rides strong trends with 3x tech/semis/S&P ETFs, flips to inverse, bonds, cash-like bills, or volatility hedges when stress or rising rates appear. Very aggressive due to leveraged/inverse funds.
NutHow it works
Each day it picks one fund based on simple signals. - Big picture: Are stocks trending up or down? Are rates falling or rising? (uses long-term averages of SPY and TLT/SPTL). - If risk-on: buy a 3x “beta” fund (TQQQ, SOXL, UPRO). - If risk-off/euphoria/stress: switch to inverse funds (SQQQ, SOXS, SPXU), cash-like bills (BIL/SHY), bonds (TMF/TMV), oil/energy (UCO/ERX), dollar (UUP), or UVXY. - Quick gauges: RSI = recent hot/cold; moving averages = trend; volatility = market choppiness.
CheckmarkValue prop
Dynamic, rules-based regime-switching strategy that leverages tech-heavy uptrends with 3x beta and hedges for stress. A diversification play with potential upside when SPY stalls, but note higher drawdowns and volatility than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.95
1.02
0.05
0.23
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
591.84%
14.75%
-1.67%
2.89%
0.9
Initial Investment
$10,000.00
Final Value
$1,860,784,653,639,004.50
Regulatory Fees
$10,950,890,844.18
Total Slippage
$15,155,070,196.08
Invest in this strategy
OOS Start Date
Apr 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical allocation, leveraged etfs, momentum, mean reversion, risk-on/risk-off, volatility hedging, macro regime
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type