200d MA 3x Leverage
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk market-timing strategy that uses the S&P 500’s long-term trend to switch between aggressive tech bets, a Nasdaq short position, or a volatility trade.
How it worksThis strategy puts all its money into just one holding at a time.
First it checks whether the overall U.S. stock market is in a healthy long-term trend by seeing if SPY (a fund tracking the S&P 500) is above its 200-day average price.
If yes, it usually buys TQQQ, a fund that aims to deliver 3x the daily move of the Nasdaq-100. But if TQQQ has risen too far too fast, it switches to UVXY, a fund that tends to jump when market fear surges.
If the broad market trend is weak, it becomes more tactical: it may buy TECL for a sharp tech rebound, hold QQQ for normal Nasdaq exposure, or buy PSQ, which rises when the Nasdaq-100 falls.
Value propOut-of-sample edge: ~68% annualized return vs S&P ~22%, with Calmar ~1.27. Higher upside driven by tech/levered bets, but note larger drawdowns (~54% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.55 | 2.19 | 0.41 | 0.64 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 793.64% | 15.7% | -0.05% | 3.57% | 0.96 | |
| 6,640,280.64% | 109.48% | -7.81% | 1.93% | 1.58 |
Initial Investment
$10,000.00
Final Value
$664,038,063.87Regulatory Fees
$531,859.30
Total Slippage
$5,113,019.59
Invest in this strategy
OOS Start Date
Mar 24, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, leveraged etfs, nasdaq/technology, inverse etfs, volatility trading
Tickers in this symphonyThis symphony trades 7 assets in total