Overview & Performance Since March, 2024
Quiet week. Not a whole lot to report so lets see what this week brings
| Low | Medium | High | S&P 500 | Nasdaq 100 | |
|---|---|---|---|---|---|
| Cumulative Returns | 4.79% | 2.43% | 0.74% | 7.23% | 9.18% |
| MTD Returns | 1.56% | 1.53% | 2.07% | 3.54% | 6.62% |
| Sharpe | 2.10 | 0.93 | 0.27 | 2.21 | 1.94 |
| Volatility | 7.32% | 8.79% | 11.20% | 10.47% | 15.24% |
| WTD Returns | -0.73% | -0.73% | -0.73% | 0.61% | 0.21% |
| 1D Returns | -0.43% | -0.43% | -0.43% | -0.16% | -0.38% |
| Yield | 3.60% | 3.60% | 3.60% | 1.51% | 0.65% |
Low Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 31.79% | 5.20% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 18.98% | 4.30% | ['PDBA'] |
| GLD | 13.80% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.30% | ['TQQQ'] |
| TLT | 0.00% | 3.77% | ['VGLT', 'EDV'] |
| UUP | 14.09% | 6.85% | ['USD', 'DXY'] |
| XLK | 21.34% | 0.79% | ['QQQ'] |
Medium Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 31.79% | 5.20% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 18.98% | 4.30% | ['PDBA'] |
| GLD | 13.80% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.30% | ['TQQQ'] |
| TLT | 0.00% | 3.77% | ['VGLT', 'EDV'] |
| UUP | 14.09% | 6.85% | ['USD', 'DXY'] |
| XLK | 21.34% | 0.79% | ['QQQ'] |
High Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 31.79% | 5.20% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 18.98% | 4.30% | ['PDBA'] |
| GLD | 13.80% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.30% | ['TQQQ'] |
| TLT | 0.00% | 3.77% | ['VGLT', 'EDV'] |
| UUP | 14.09% | 6.85% | ['USD', 'DXY'] |
| XLK | 21.34% | 0.79% | ['QQQ'] |
Disclaimer:
The above is intended for research purposes only and is not trading or financial advice