zip zap goes the zoop
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About
A rule-driven “buy the dip, sell the rip” strategy for US stocks—especially tech. Uses trend (200‑day) and RSI to swing between 3x bull funds, inverse/volatility hedges, and short-term Treasuries, with occasional tilts to bonds, dollar, or gold.
It’s a rules-based “buy the dip, sell the rip” timer.
- Trend gate: If the S&P 500 (SPY) is above its 200‑day average, it’s risk‑on; below is risk‑off.
- RSI: a hot/cold gauge of recent moves (over ~80 = overheated; under ~30 = washed‑out).
- Short bursts/drops (1–6 days) also guide flips.
Risk‑on: buy dips in 3x Nasdaq/tech/S&P (TQQQ, SOXL, TECL, UPRO/SPXL).
Overheated/weak: rotate to hedges (SQQQ/SPXU) or VIX funds (UVXY/VIXY), or park in T‑bills (BIL/SHV/SHY/STIP). Sometimes tilts to Treasuries (TLT/IEF), dollar (UUP/UDN) or gold (UGL). High risk.
Out-of-sample edge: 30.40% annualized vs 17.93% for the S&P, with hedges riding dips/rallies in tech. Expect higher drawdowns (~49% vs ~19%), but Calmar ~0.62 signals meaningful, risk-adjusted upside beyond the index.
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Invest in this strategy
OOS Start Date
Oct 2, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, market-timing, rsi/mean-reversion, trend-following, leveraged etfs, inverse/volatility hedges, bonds/cash, tech/semis, s&p 500, gold, us dollar
Tickers in this symphonyThis symphony trades 38 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
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks