Agent X — Inverse Rotator
Mechanical macro-bearish hedge. Holds cash; rotates into inverse + volatility ETFs on rising momentum.
- Universe: SH (1x inverse SPY), SQQQ (3x inverse Nasdaq), VXX (vol futures).
- Entry: 5-day return ≥ +2% AND close above 20-day MA. Each position sized at 33% of NAV.
- Exit: 5-day return turns negative, OR -15% hard stop from entry.
- Max 3 concurrent positions (one of each). When no triggers, sits 100% in cash.
- Pure mechanical — no LLM call, no discretion. Frozen rules.
- Universe
- SH, SQQQ, VXX (inverse + volatility ETFs)
- Starting capital
- $100,000