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Word is Bond + Pure Black Swan Catcher WM 74 (TQQQ FTLT instead of SOXL, TQQQ, TECL, SVXY)
Today’s Change

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About

Rules-based, tactical plan: ride TQQQ in uptrends, flip to UVXY during overheated spikes to catch selloffs, and move to Treasuries, short Nasdaq, or cash when bonds lead or the trend weakens. Uses leveraged funds; expect high volatility and risk.
NutHow it works
It checks market health with two gauges: trend (is the S&P 500 above its 200‑day average?) and who’s stronger—bonds or the Nasdaq‑100. If healthy, it rides TQQQ (3x Nasdaq‑100). If things look too “hot,” it briefly flips to UVXY (volatility). If weak, it buys dips (TECL/UPRO) or goes defensive with SQQQ (short Nasdaq), TLT (Treasuries), or cash‑like BIL/BSV. Multiple bond tests scale risk.
CheckmarkValue prop
Out-of-sample shows strong upside: ~37.8% annualized return with Calmar ~0.99 and Sharpe near SPY. A 3x Nasdaq tilt with volatility hedges and risk-off Treasuries aims for big gains with controlled risk vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.55
0.68
0.09
0.3
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
616.26%
15.05%
3.07%
6.63%
0.92
Initial Investment
$10,000.00
Final Value
$35,725,098.66
Regulatory Fees
$63,388.63
Total Slippage
$433,891.76
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend following, momentum, leveraged etfs, volatility hedge, bond filter
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type