Overview & Performance Since March, 2024
We have been working on the next version of our algorithm that doesn't rely on a risk-on state to generate the majority of returns. Over the next week or two, we should have more information to share about v2 as we finalize details and productionize the code.
| Low | Medium | High | S&P 500 | Nasdaq 100 | |
|---|---|---|---|---|---|
| Cumulative Returns | 4.10% | 1.76% | 0.08% | 10.56% | 9.29% |
| MTD Returns | 0.23% | 0.23% | 0.23% | 2.03% | 1.95% |
| Sharpe | 1.16 | 0.48 | 0.07 | 1.66 | 1.08 |
| Volatility | 7.37% | 8.32% | 9.98% | 13.03% | 18.64% |
| WTD Returns | 0.74% | 0.74% | 0.74% | 1.45% | 1.09% |
| 1D Returns | 0.48% | 0.48% | 0.48% | 1.15% | 1.18% |
| Yield | 3.79% | 3.79% | 3.79% | 1.22% | 0.60% |
Low Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 53.04% | 5.23% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 23.60% | 4.28% | ['PDBA'] |
| GLD | 23.36% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.32% | ['TQQQ'] |
| TLT | 0.00% | 3.65% | ['VGLT', 'EDV'] |
| UUP | 0.00% | 7.12% | ['USD', 'DXY'] |
| XLK | 0.00% | 0.68% | ['QQQ'] |
Medium Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 53.04% | 5.23% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 23.60% | 4.28% | ['PDBA'] |
| GLD | 23.36% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.32% | ['TQQQ'] |
| TLT | 0.00% | 3.65% | ['VGLT', 'EDV'] |
| UUP | 0.00% | 7.12% | ['USD', 'DXY'] |
| XLK | 0.00% | 0.68% | ['QQQ'] |
High Vol Strategy
| Weight | Yield | Alternative Symbols | |
|---|---|---|---|
| BIL | 53.04% | 5.23% | ['BOXX'] |
| BTCUSD | 0.00% | 0.00% | ['IBIT', 'GBTC', 'FBTC'] |
| DBA | 23.60% | 4.28% | ['PDBA'] |
| GLD | 23.36% | 0.00% | ['IAU'] |
| TECL | 0.00% | 0.32% | ['TQQQ'] |
| TLT | 0.00% | 3.65% | ['VGLT', 'EDV'] |
| UUP | 0.00% | 7.12% | ['USD', 'DXY'] |
| XLK | 0.00% | 0.68% | ['QQQ'] |
Disclaimer:
The above is intended for research purposes only and is not trading or financial advice