Dual-Model Trend Rotation (PREMIUM)
This is a rules-based, daily tactical allocation strategy that divides capital equally between two complementary and independently calibrated models — Sharpe Max, oriented toward risk-adjusted return, and Return Max, oriented toward return potential. Each model first classifies the prevailing market environment into one of eight trend regimes, based on the S&P 500's position relative to its 50-, 100-, and 200-day moving averages. It then applies that regime's own predefined sequence of decision rules, beginning with a check for short-term oversold conditions across key segments of the market, including semiconductors, the Nasdaq-100, and the broader S&P 500.
+35.49%vs S&P 500 -0.26%
- -11.55% Max DD
- Paper since Nov 2026
