1x TQQQ FTLT 5-2-25
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, all-in rotation among TQQQ, UVXY, TECL, UPRO, SQQQ, or TLT using SPY/QQQ trend filters and 10‑day RSI. It rides tech uptrends, bets on bounces in selloffs, or shifts to volatility spikes/shorts/treasuries when conditions warrant.
Each day it picks 1 ETF. First, is SPY above its 200‑day average (long-term uptrend)? If yes, hold TQQQ (3x Nasdaq) unless QQQ or SPY looks “too hot” (10‑day RSI > ~80), then switch to UVXY (volatility bet). If not, try oversold bounces (TECL if QQQ RSI<31, else UPRO if SPY RSI<30). If no bounce: if QQQ<20‑day avg pick the stronger of SQQQ (3x short Nasdaq) or TLT (Treasuries); else if PSQ RSI<31 use SQQQ; otherwise TQQQ. RSI=0‑100 “hot/cold” score.
Out-of-sample, this strategy aims to ride tech-led uptrends and volatility spikes, delivering ~105% annualized returns vs ~30% for the S&P, with Calmar ≈3 for solid risk-adjusted upside—accepting higher drawdowns in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.9 | 1.68 | 0.2 | 0.44 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 782.98% | 15.8% | 2.33% | 3.36% | 0.96 | |
| 180,532,815.86% | 163.84% | -0.28% | -10.57% | 1.84 |
Initial Investment
$10,000.00
Final Value
$18,053,291,586.37Regulatory Fees
$11,501,671.44
Total Slippage
$110,986,910.30
Invest in this strategy
OOS Start Date
Apr 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend-following, mean reversion, volatility timing, tactical rotation, daily rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks