200d MA 3x Leverage
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About
Rules-based, all‑in strategy that uses the S&P 500’s 200‑day trend and short‑term momentum to switch among 3× tech (TQQQ/TECL), QQQ, inverse PSQ, or volatility UVXY. Seeks upside in uptrends and contrarian/defensive trades in downturns. Very high risk.
How it worksThis is an all‑in switcher that follows the market’s trend and short‑term “heat.”
- 200‑day average = long‑term trend filter.
- RSI(10) = a 0–100 heat meter of recent moves (high=overbought, low=oversold).
Tickers: SPY=S&P 500; QQQ=Nasdaq‑100; TQQQ/TECL=3× tech; PSQ=−1× QQQ; UVXY=volatility spike; SHY=short Treasuries (signal only).
If SPY>200d: hold TQQQ unless RSI(TQQQ)>79 → UVXY.
If SPY≤200d: if RSI(TQQQ)<31 → TECL; else use QQQ’s 20‑day and RSI to pick QQQ or PSQ.
Value propOut-of-sample this strategy targets far higher upside than the S&P (about 75% annualized vs 23%), with solid risk-adjusted metrics (Calmar ~1.40; Sharpe ~1.25). Higher drawdowns are possible—best for risk-tolerant investors seeking tech leadership.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.55 | 2.18 | 0.41 | 0.64 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.25% | 15.88% | 2.3% | 5% | 0.96 | |
| 6,583,931.72% | 111.57% | -5.74% | -8.88% | 1.6 |
Initial Investment
$10,000.00
Final Value
$658,403,172.38Regulatory Fees
$532,326.99
Total Slippage
$5,120,334.52
Invest in this strategy
OOS Start Date
Mar 24, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, tactical allocation, leveraged etfs, volatility trading, momentum (rsi), tech/nasdaq concentration, market timing
Tickers in this symphonyThis symphony trades 7 assets in total