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About

An aggressive rules‑driven timer: buys beaten‑down tech in uptrends, hides in cash/bonds or shorts when trends weaken, and sometimes bets on volatility. Heavy use of leveraged/inverse ETFs—expect big swings and quick shifts.
NutHow it works
Check S&P 500 vs its 200‑day avg: uptrend or downtrend. RSI (a 0–100 “hot/cold” score) guides entries. Uptrend: buy dips in tech/Nasdaq (3x bulls TQQQ/SOXL/TECL). If overheated, briefly hedge (UVXY or 3x bears SQQQ/SPXU). Downtrend: prefer cash‑like Treasuries (SHY/SHV/BIL) or bonds (IEF/TLT/STIP); only nibble on deep dips; sometimes go inverse. Extra rules react to sudden moves; may choose USD (UUP/UDN) or gold (UGL).
CheckmarkValue prop
Out-of-sample edge: ~38% annualized vs ~17.5% for the S&P, from adaptive tech timing and volatility hedges. Higher swings and drawdowns (~49% vs ~19%), but solid risk-adjusted upside (Calmar ~0.78) for risk-tolerant growth seekers.
Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, market timing, trend and mean‑reversion, volatility hedge
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type