OOS from 2025-09-17 — weekly YINN/UGL/UVXY/TQQQ switcher + 5% GLD / 5% GBTC
Strategy overview
A high-conviction weekly switcher that selects among leveraged risk sleeves according to an ordered decision tree, with a small permanent diversifying core.
Performance
OOS from Sep 17, 2025 (dashed line).
Key Performance Indicators
1808.2%Total return (4.8 yr)
84.6%CAGR (4.8 yr)
53.5%Max drawdownTQQQ 80.8% · SPY 24.2%
1.27Sharpe ratioSPY 0.52 · TQQQ 0.44
2.12Sortino ratioSPY 0.74 · TQQQ 0.64
WeeklyTrading frequency
Sep 17, 2025OOS start
$2KMin. capitalCovers $100/mo fees using 73.2% excess CAGR over TQQQ (84.6% vs 11.4%), both annualized over the same 4.8-year backtest (Jan 2022 – Oct 2026). Based on backtest; not a guarantee.
Drawdowns
Backtest report
| Series | Total return | CAGR | Max DD (monthly) | Max DD (daily) |
|---|---|---|---|---|
| Strategy | 1808.21% | 84.60% | 53.48% | 53.48% |
| SPY (buy & hold) | 69.74% | 11.63% | 23.44% | 24.16% |
| TQQQ (buy & hold) | 67.96% | 11.38% | 79.97% | 80.77% |