Yolo and Gold RSI sorter
Today’s Change (Nov 5, 2026)
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About
A daily market-timing strategy that rotates between aggressive stock trades, gold-miner trades, and Treasury cash, then chooses the 2 strongest portfolio mixes based on recent momentum.
This strategy builds 5 versions of the same portfolio: from very cautious to much more aggressive. Each version mixes 3 parts:
1) a fast-moving stock-market trading system,
2) a gold-miner trading system, and
3) short-term Treasury cash (SGOV).
Every day it picks the 2 versions that have been strongest lately and splits money between them. Inside the stock and gold parts, it may jump into aggressive bullish funds, bearish funds, volatility bets, or cash depending on whether markets look overheated, beaten down, rising, or falling.
Out-of-sample strategy delivers higher risk-adjusted returns and lower drawdowns vs the S&P: Sharpe 2.34 vs 1.07; 28.4% vs 13.7% annualized; 4.45% vs 8.89% max drawdown. Dynamic momentum across stocks, gold miners, and cash.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.39 | 0.08 | 0.01 | 0.12 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 100.56% | 13.37% | -1.04% | -0.34% | 0.84 | |
| 809.87% | 48.89% | 2.32% | 0.98% | 3.47 |
Initial Investment
$10,000.00
Final Value
$90,987.40Regulatory Fees
$103.92
Total Slippage
$593.37
Invest in this strategy
OOS Start Date
Dec 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, leveraged etfs, inverse etfs, volatility hedge, gold miners, treasury bills
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GDXD
MicroSectors Gold Miners -3x Inverse Leveraged ETN
Stocks
GDXU
MicroSectors Gold Miners 3x Leveraged ETN
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SGOV
iShares 0-3 Month Treasury Bond ETF
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks