Volatis Strategy
An algorithmic moving-average strategy designed by Statis Fund and consisting of ETFs
*Vertical reference line denotes the end of simulated backtest data and the start of live performance data.
** Performance data is calculated using the average returns of all accounts with more than $100 invested in this strategy.
Fund Holdings
Fund details
Risk score
Max draw down (of range)
Daily Sharpe (of range)
Daily Volatility (of range)
Monthly Volatility (of range)
Correlation to S&P (total)
This is a rules-based strategy that involves investing in different large cap ETFS. The underlying indicators reallocate with the goals to maximize bullish gains, capturing high volatility, and reducing drawdowns based on market conditions. The underlying ETFs that may be invested in may include but not be limited to: FAS, TQQQ, UDOW, UMDD, URTY, RETL, SPXL, SOXL, SQQQ, SH, SPXU, SOXS, PSQ, GLD, VXX, VIXY, SPKY, UVXY, and UVIX.
Key Considerations
This portfolio was co-created with our partner, Statis Fund, an emerging hedge fund.
The use of leveraged and inverse ETFs in the description can amplify returns but also increase risk due to their higher volatility.
This strategy may not be suitable for all investors due to its focus on market timing and potential for increased volatility. This strategy invests in fractional shares when available. When not available, it will invest in the nearest (lower) whole number of shares. Please note that this number may be 0 if your investment in this strategy is sufficiently low, meaning our investment strategy advertised returns will be different from your returns.