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SystematicAlgo
🇬🇧 Indices and ETF Investor.
541 copiers.

Cash Allocation

Range

Highest Cash
January 11, 2023
Lowest Cash
September 27, 2023
Average Cash

Portfolio Diversification

Range

Most Diversified
9 instruments
January 7, 2022
Least Diversified
0 instruments
February 2, 2025
Average
4.4 instruments

Most Consistent Holdings

Top 5

avatarBTC
99.91%
avatarTQQQ
68.43%
avatarVXX
46.44%
avatarNSDQ100
30.75%
avatarSPXL
25.91%

Position Sizing

Analysis

Avg Largest Position
Avg Smallest Position
Size Distribution
Small (<10%)
Medium (10-20%)
Large (>20%)

Market Exposure

Analysis

Highest Exposure
September 27, 2023
Lowest Exposure
January 11, 2023
Average Exposure
30-Day Trend
Current Average
Monthly Change

Top Sectors

Top 5

ETFs
55.36%
Indexes
4.87%
Cryptocurrencies
0.51%

Top Countries

Top 5

Number of Instruments

Holdings over time

(Since January 1, 2022)

InstrumentAvg. ExposureCurrent ExposureTime HoldingLast Closed
ProShares UltraPro QQQProShares UltraPro QQQ (TQQQ)
22.1%0%68.43%2/1/2025
iPath Series B S&P 500 VIX Short-Term FuturesTM ETNiPath Series B S&P 500 VIX Short-Term FuturesTM ETN (VXX)
6.55%0%46.44%2/1/2025
Direxion Daily S&P 500 Bull 3XDirexion Daily S&P 500 Bull 3X (SPXL)
6.42%0%25.91%2/9/2023
ProShares Short VIX Short-Term Futures ETFProShares Short VIX Short-Term Futures ETF (SVXY)
4.94%0%19.16%10/7/2022
ProShares UltraPro Short QQQProShares UltraPro Short QQQ (SQQQ)
3.4%0%19.34%2/1/2025
Direxion Daily 20 Year Plus Treasury Bull 3x SharesDirexion Daily 20 Year Plus Treasury Bull 3x Shares (TMF)
3.18%0%22.63%2/1/2025
iShares 20+ Year Treasury Bond ETFiShares 20+ Year Treasury Bond ETF (TLT)
2.57%0%13.87%7/29/2022
VIX Sep 23 FutureVIX Sep 23 Future (VIX.SEP)
2.46%0%16.61%7/18/2023
Direxion Daily Gold Miners Index Bear 2X SharesDirexion Daily Gold Miners Index Bear 2X Shares (DUST)
2.09%0%21.9%9/1/2022
ProShares Ultra VIX Short-Term Futures ETFProShares Ultra VIX Short-Term Futures ETF (UVXY)
1.59%0%15.42%8/7/2024
NASDAQ100 Index (Non Expiry)NASDAQ100 Index (Non Expiry) (NSDQ100)
1.3%0%30.75%2/1/2025
Direxion Daily S&P 500 Bear 3X SharesDirexion Daily S&P 500 Bear 3X Shares (SPXS)
1.06%0%10.04%6/13/2022
SPX500 Index (Non Expiry)SPX500 Index (Non Expiry) (SPX500)
1.01%0%8.12%7/30/2024
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X SharesDirexion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares (DRIP)
0.71%0%9.4%6/29/2022
ProShares UltraPro Short S&P 500ProShares UltraPro Short S&P 500 (SPXU)
0.7%0%6.11%6/10/2022
BitcoinBitcoin (BTC)
0.51%0%99.91%2/1/2025
10 year Treasury (Expiring Future)10 year Treasury (Expiring Future) (10yUS.FUT)
0.1%0%0.64%10/2/2023
Direxion Daily Junior Gold Miners Index Bear 2X SharesDirexion Daily Junior Gold Miners Index Bear 2X Shares (JDST)
0.07%0%6.02%3/8/2022

Exposure over time

Exposure by Sector

    Portfolio Time Machine

    Portfolio date
    InstrumentInvestedValue
    ProShares UltraPro QQQProShares UltraPro QQQ (TQQQ)
    		16.05%41.9%
    ProShares UltraPro Short QQQProShares UltraPro Short QQQ (SQQQ)
    		16.13%11.88%
    iPath Series B S&P 500 VIX Short-Term FuturesTM ETNiPath Series B S&P 500 VIX Short-Term FuturesTM ETN (VXX)
    		7.3%4.56%
    Direxion Daily 20 Year Plus Treasury Bull 3x SharesDirexion Daily 20 Year Plus Treasury Bull 3x Shares (TMF)
    		3.43%1.95%
    BitcoinBitcoin (BTC)
    		0.46%0.89%
    NASDAQ100 Index (Non Expiry)NASDAQ100 Index (Non Expiry) (NSDQ100)
    		1.14%0.81%

    Cash Exposure Over Time

    Cash Exposure % Over Time