Public
Fed rate cut protection
Too few
“If the Fed cuts rates, trim 10% of bank stocks and rotate into high-growth tech.”
From Public
As tested: The fed funds target (FRED DFEDTARU) steps down → own QQQ instead of KBE (bank stocks) from the next open for 60 sessions. The 10% trim scales the result, not the sign.
Edge per trade+5.29%% vs KBE, per trade
t-stat1.2695% range -2.94 to +13.53
Trades6Sep 1, 2016 – Oct 12, 2026
Win rate50%beat the comparison
Last 12 months—0 signals
Why too few
- 6 closed trades. Needs at least 15 to call.
Year by year
2019
+5.40%2
2020
+25.68%1
2024
-1.77%2
2025
-1.15%1
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Sep 19, 2025 | +2.04% | +3.19% | -1.15% |
| Dec 20, 2024 | -7.55% | -3.67% | -3.88% |
| Sep 20, 2024 | +11.33% | +11.01% | +0.33% |
| Mar 5, 2020 | +14.50% | -11.17% | +25.68% |
| Nov 1, 2019 | +11.34% | +0.02% | +11.32% |
| Aug 2, 2019 | +7.78% | +8.31% | -0.53% |