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Today’s Change (Mar 18, 2026)
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About
A contrarian, trend-aware swing system. Each day it picks the worst recent sleeve, then uses simple “hot/cold” and trend checks to flip between turbo tech longs, shorts/volatility hedges, and safety assets. Very aggressive; expect big swings.
It’s a rules-driven trader that rotates among three prebuilt “risk sleeves.” Each day it oddly picks the sleeve that just did the worst (a bet on a quick bounce). Inside that sleeve, simple signals drive choices:
- A hot/cold meter (RSI: 0–100; high=too hot, low=washed out).
- Trend filters (is the market above its long-term average?).
When cold or trending up: it buys turbo tech/semis (TQQQ, UPRO, TECL, SOXL).
When too hot or breaking: it shorts/hedges (SQQQ, SOXS) or buys volatility (UVXY/UVIX).
In rough patches it parks in T‑bills, Treasuries, gold, or the US dollar. It sometimes swaps into KMLM (a managed‑futures diversifier) when it beats tech.
Out-of-sample upside is compelling: ~48% annualized return vs ~19% for the S&P, Calmar ~1.05. A contrarian, trend-aware sleeve system with hedges targets large tech rallies—accepting higher drawdowns for bigger upside.
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Invest in this strategy
OOS Start Date
Sep 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, mean reversion, trend-following, leveraged etfs, inverse/short etfs, volatility etps, sector rotation, managed futures, risk-on/risk-off
Tickers in this symphonyThis symphony trades 80 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks