The popularized 9SIG strategy by Jason Kelley, with the addition of a 200 Day Simple Moving Average. The traditional 9SIG strategy incurs 90%+ drawdowns and has significantly higher volatility without a moving average regime filter.
| Description | Date |
|---|---|
| Last Rebalance | 3/31/2026 |
| Next Rebalance | 6/30/2026 |
| Ticker | Weight (%) | Allocation ($) |
|---|
QQQSIML=3 | 100.00% | $10,000 |
| Total | 100.00% | $10,000 |