Vamsi's UVXY Switch
Today’s Change (Oct 22, 2026)
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About
A fast-moving, high-risk strategy that chases strong stock rallies but quickly flips into volatility, bonds, cash-like Treasury funds, or bearish bets when markets look overheated or fragile.
This strategy checks the market every day and rapidly switches between very aggressive bets and very defensive ones.
When stock markets look overheated, it often moves into UVXY, a fund that usually jumps when fear spikes. When markets look healthier, it leans into leveraged tech, semiconductor, S&P 500, emerging-market, or gold-miner funds. If conditions look unsafe, it can hide in Treasury funds, long-term bonds, or bearish funds that rise when the Nasdaq falls.
Out-of-sample edge: Sharpe 1.61 vs 1.30, Calmar 5.39, annualized return 83% vs SPY’s 17%, and positive alpha. Dynamic hedging and tactical leverage target bigger upside with disciplined risk control, potentially beating the S&P over time.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.67 | 0.75 | 0.08 | 0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 85.23% | 14.67% | -0.05% | 3.57% | 0.89 | |
| 195,719.13% | 438.12% | -12.47% | 4.03% | 3.98 |
Initial Investment
$10,000.00
Final Value
$19,581,912.61Regulatory Fees
$31,736.83
Total Slippage
$278,146.54
Invest in this strategy
OOS Start Date
Dec 14, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility trading, tech momentum, emerging markets, gold miners, risk-off switching
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GDXD
MicroSectors Gold Miners -3x Inverse Leveraged ETN
Stocks
GDXU
MicroSectors Gold Miners 3x Leveraged ETN
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks