A systematic, long-only allocation across four ETFs, recomputed every trading day from the S&P 500 and the VIX term structure. Leverage only in calm expansions, no equity in defensive regimes. One message a day, executed in your own brokerage account by yourself.
Backtested results are hypothetical, computed with in-sample parameters and 2 bp per trade. Past performance, backtested or live, does not predict future results. You can lose money.
Live strategy and five construction variants against SPY/VOO and QQQ. The variants are the earlier versions of the model, kept here to show how it evolved; the signals subscribers receive are those of the live strategy only. Same regime signal, same costs, 2 bp per trade, daily rebalancing with a 1% band. All returns are in USD, total return with dividends reinvested; CHF and EUR investors bear the currency effect. Every chart and table follows the selected period.
| ● Live strategy | ● Variant A | ● Variant B | ● Variant C | ● Variant D | ● Variant E | ● SPY/VOO | ● QQQ |
|---|
| Year | ● Live strategy | ● Variant A | ● Variant B | ● Variant C | ● Variant D | ● Variant E | ● SPY/VOO | ● QQQ |
|---|---|---|---|---|---|---|---|---|
| 2008 | +19.1% | +1.7% | +4.0% | +4.0% | +9.0% | +4.5% | -28.7% | -29.4% |
| 2009 | +40.3% | +42.3% | +33.6% | +33.6% | +34.6% | +77.4% | +26.4% | +54.7% |
| 2010 | +16.9% | +18.9% | +11.6% | +9.0% | +11.6% | +17.9% | +15.1% | +20.1% |
| 2011 | +17.6% | +17.2% | +4.9% | +4.5% | +9.9% | +7.8% | +1.9% | +3.5% |
| 2012 | +9.3% | +10.9% | +6.1% | +5.4% | +11.5% | +22.5% | +16.0% | +18.1% |
| 2013 | +42.4% | +43.4% | +16.6% | +14.5% | +17.6% | +42.4% | +32.3% | +36.6% |
| 2014 | +40.2% | +40.3% | +28.9% | +28.8% | +14.9% | +25.0% | +13.5% | +19.2% |
| 2015 | +1.3% | +3.3% | -6.3% | -6.7% | +2.4% | +5.1% | +1.2% | +9.4% |
| 2016 | +19.7% | +18.4% | +28.7% | +25.6% | +8.0% | +12.9% | +12.0% | +7.1% |
| 2017 | +48.4% | +48.6% | +28.8% | +25.4% | +22.6% | +43.8% | +21.7% | +32.7% |
| 2018 | +3.7% | +3.1% | -3.0% | -1.9% | +3.5% | +1.0% | -4.6% | -0.1% |
| 2019 | +22.4% | +28.4% | +31.9% | +33.1% | +22.7% | +41.0% | +31.2% | +39.0% |
| 2020 | +93.8% | +88.3% | +78.7% | +78.3% | +64.8% | +124.2% | +18.3% | +48.4% |
| 2021 | +41.3% | +41.6% | +31.6% | +24.5% | +16.2% | +33.7% | +28.7% | +27.4% |
| 2022 | +6.0% | -4.1% | -5.4% | -6.0% | -16.5% | -30.8% | -18.2% | -32.6% |
| 2023 | +58.1% | +61.7% | +45.5% | +41.5% | +34.8% | +67.0% | +26.2% | +54.9% |
| 2024 | +38.3% | +37.5% | +31.8% | +30.9% | +20.6% | +36.7% | +24.9% | +25.6% |
| 2025 | +63.9% | +58.4% | +62.7% | +60.0% | +30.2% | +47.8% | +17.7% | +20.8% |
| 2026 | +29.4% | +28.3% | +40.5% | +27.6% | +10.8% | +17.7% | +13.9% | +19.7% |
Variants A to E are the previous versions of the model, from the earliest (E) to the most recent (A); they differ only in the sleeve composition, the weights, or the term-structure filter, and their construction is disclosed to subscribers. Only the live strategy is published as a signal. SPY and VOO track the same index; one curve stands for both.
Past performance does not predict future results. The figures above are backtested with hindsight and cover a decade that was exceptionally favourable to the Nasdaq. Future returns can be lower, negative, and drawdowns deeper than those shown. Leveraged ETFs can lose more than the index they track.
Like most people, we work, we invest, and we are long only: SPY, QQQ, VOO, held through the cycles. We are not traders and we do not short. The only way to do better than the index while staying long only is to hold a long-only portfolio with a higher Sharpe ratio: one that falls less when markets fall and rises more when they rise. That is what the hours of research went into, and the result is this regime engine. Still long only, still four ETFs, still your own account.
A rules-based regime engine does the reading. You receive the target allocation and keep full control of execution and custody.
No shorts, no options, no derivatives. Six regimes, fixed weights, no discretion. The same rules every day since inception.
An equity sleeve, long Treasuries, gold and cash. Target weights at 16:05 CET.
The leveraged sleeve is held only in confirmed expansions with low stress. In recoveries the strategy holds an unlevered high-beta sleeve.
In stress and contraction regimes the equity sleeve goes to cash. Treasuries move to cash when yields rise.
Nothing to connect. You execute at your broker, with US ETFs or their European equivalents.
Every signal sent is stored as delivered and published. The backtest persuades; the live record is the evidence.
Six states ordered by priority, from capitulation to contraction, each with a fixed long-only target allocation.
A volatility spike counts as stress only when the VIX curve inverts. Spikes in contango fall through to the trend rules.
Long Treasuries move to cash when yields rise over a month, with hysteresis so the switch does not flicker.
Daily-reset leverage decays in choppy markets. The leveraged sleeve is confined to the regime where trends are steady, about two thirds of the time.
After a shock, the highest-beta unlevered sleeve carries the rebound. Tested against broad indices, sectors and leveraged funds.
Rules, weights, backtest and live signals are available to subscribers. Backtest limitations are stated, not hidden.
The notification carries the allocation, the regime and the changes. Both equity sleeves are always listed so a switch is visible at a glance. Exact tickers, capital calculator and order sizes are in the subscriber dashboard.
| Regime | Market state | Time | Semis | Nasdaq 2x | Treasuries | Gold | Cash |
|---|---|---|---|---|---|---|---|
| Capitulation | Volatility spike with a sharp index drop | 4% | 100% | · | · | · | · |
| Complacency | Calm, extended market | 1% | 40% | · | 30% | 20% | 10% |
| Recovery | Post-shock, volatility receding | 16% | 85% | · | 10% | 5% | · |
| Stress | Stress building, volatility curve inverted | 2% | · | · | 40% | 20% | 40% |
| Expansion | Confirmed uptrend | 69% | · | 70% | 25% | 5% | · |
| Contraction | Structural downtrend | 8% | · | · | 40% | 20% | 40% |
Rate overlay: Treasuries move to cash when yields rise. Weights apply to the tactical sleeve; most subscribers hold it alongside a core index position. Where leveraged funds are unavailable, a 1x Nasdaq-100 fund in Expansion gives roughly 17% CAGR and a 20% max drawdown over the same period.
No experience needed. Setup takes less than ten minutes.
Monthly or annual plan, 7-day trial, cancel any time. Payment by card via Stripe.
Your personal invitation arrives by e-mail within a minute. Signals also go out by e-mail.
Each trading day, shortly after the US open, you receive the Telegram message with the tickers and the allocation percentages. On change days, you place the same orders in your own brokerage account. That is all.
Indicative pricing. No performance fee, no custody, no account access. Subscribing gives access to a signal, not to a return: past performance does not predict future results.
Four reasons. The strategy trades the most liquid ETFs in the world, so more followers do not move the price or dilute the edge. Publishing every signal with a timestamp creates a live record that keeps us honest; a private backtest proves nothing. The subscriptions fund the infrastructure, the data and the time, so the service runs with the same discipline whether markets are calm or not. And we share the method itself: by leveraging collective knowledge, subscribers challenge the rules, propose improvements and test them in the variant editor, and the best ideas become new variants. We run the same allocation with our own capital and never trade ahead of subscribers.
Each day's allocation uses only data available through the previous close: the VIX, its term structure, the index and the 10-year yield are all read one day before the return they are applied to. No model is trained on future data, and the test suite injects an artificial future shock to confirm that no earlier decision changes. Two honest caveats: prices are dividend-adjusted closes, which differ marginally from what a screen showed at the time, and the live signal runs shortly after the US open on intraday data while the backtest uses closes. The live record shows every case where the close revised the intraday signal.
The thresholds were set with this history in view, so the full-period curve is optimistic by construction, and we say so on every chart. What we checked: the rules were fixed on 2008–2016 and verified on 2017–2026 without retouching, and the Sharpe ratio holds on both halves. Every candidate refinement we tested since, confirmation delays, regime hysteresis, volatility gates, alternative sleeves, was rejected unless it improved both halves; almost all of them failed, which is what a robust rule set looks like. The thresholds are round numbers, not fitted decimals. The only true out-of-sample test is the live record, published daily since 1 January 2026.
The ETFs are total-return indices, so companies that disappeared are already in the numbers. The real exposure is the choice of sleeves: the equity instruments were chosen knowing that semiconductors and the Nasdaq-100 led the last fifteen years. We measure this openly: on its own sleeve, the regime engine does not add return, it removes most of the drawdown, cutting the worst loss from over 50% to about 22%. That reduction is the product, and it holds on broad indices and other sectors we tested, not only on the winners. Subscribers can run the engine on alternative sleeves in the variant editor.
Yes, always. The allocation only ever holds four long ETF positions and cash. There are no short positions, no options, no futures and no margin. The leveraged sleeve is a plain daily-reset ETF, held only in calm expansions.
No. It is an impersonal model allocation published for information and education. You decide whether, how much and when to trade.
Shortly after the US open, on the day's data. You can execute in the session or at the next open. The backtest is computed on closing prices; the dashboard shows when a close revised the intraday signal.
About 41 allocation changes a year in the backtest, depending on the year. Quiet years are quiet; 2022 was busy.
No. Each sleeve has a European equivalent on SIX, Xetra or Euronext. Subscribers receive the exact list for USD, EUR and CHF accounts. Where leveraged funds are unavailable, a 1x Nasdaq-100 fund works with lower return and lower drawdown.
The engine retries over several minutes and falls back to a second source. If everything fails you receive a "no signal today" notice with the reason. Never silence.
No. Signals are for the subscriber's personal use. Redistribution ends the subscription.
Methodology, broker setup, institutional use or a data licence: write to us and you will hear back within a business day.
7-day free trial, cancel any time. You will be redirected to Stripe for payment.
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