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About

A daily, rules-based, tech‑tilted strategy that flips between leveraged big‑tech, volatility (UVXY), strong sector/currency (XLE/UUP/SPY), or cash (SHV) using simple heat (RSI) and trend filters. High risk due to leveraged/volatility funds.
NutHow it works
Daily rule-set using RSI (0–100 gauge of recent speed; >80 hot, <30 cold) and moving averages (20/200-day trends). Steps: 1) If QQQ or SPY hot (RSI>80) → UVXY (volatility). 2) Else if TQQQ cold (RSI<31) → TECL (3x tech). 3) Else if IEF RSI > PSQ RSI → FNGU (3x big‑tech). 4) Else if SPY > 200‑day MA → hold the strongest of XLE (Energy), UUP (US$), or SPY. 5) Else if TQQQ < 20‑day MA → FNGD (−3x big‑tech). 6) Else → SHV (T‑bills).
CheckmarkValue prop
Out-of-sample this tactical strategy delivers superior risk-adjusted results vs the S&P: Sharpe ~2.51 vs 2.44, Calmar ~23, and solid alpha, achieved through dynamic rotation among leveraged tech, volatility, and trend cues—targeting higher growth with disciplined risk.
Invest in this strategy
OOS Start Date
Sep 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,leveraged etfs,trend following,momentum,mean reversion,volatility trading,risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type