Quant · Systematic strategy
Leveraged-ETF regime strategy
Summr Capital Management · in development
A systematic strategy that shifts exposure across leveraged ETFs based on a hidden-Markov regime signal. The premise: leveraged products are punishing in choppy, mean-reverting regimes and generous in trending ones — so the entire edge lives in knowing which regime you're standing in, not in the entry rule.
Labelled honestly
These are backtest figures, not live results. The strategy is in forward
optimisation targeting 1.0+ Sharpe and ~15% CAGR before any capital is committed. A 0.3 Sharpe
is not a deployable strategy and I'm not going to pretend otherwise.
Python · hmmlearn · pandas · vectorised backtesting