The Chain Spread
Performance since launch
Backtest volatility
About this strategy
A long-only relative-strength tilt on the NVDA/SMCI supply-chain pair, tilting weight toward whichever leg is lagging on a 90-day price-ratio z-score.
How it works
- Agent triggers
Triggered daily at 11:35 AM. It operates in the America/New_York timezone.
- Computes its signals
It reads the NVDA/SMCI price ratio and calculates its z-score based on a 90-day period, adjusting the weight toward the lagging leg of the pair.
- Sets the target portfolio
The target portfolio is a long-only mix, where weights tilt between NVDA and SMCI, ranging from 50/50 to 70/30. It updates only when the signal shifts significantly.
- Executes orders
Your account trades toward that target, sells before buys, inside the platform's risk rails: stop-loss and daily loss limits you control.
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Backtests
* Backtest figures are simulated based on historical market data. Past performance is not indicative of future results.