200d MA 3x Leverage
Today’s Change (Mar 17, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily 3x-leverage rotation: trend filter via TQQQ vs 200dMA; if uptrend, use UVXY if RSI(10) on TQQQ > 79, else TQQQ; if not uptrend, enter TECL if RSI(10) < 31, else pick top RSI among BSV and SQQQ. Rebalanced daily with equal weighting across the chosen asset.
Every trading day the system checks: (a) is TQQQ trading above its 200-day average? If yes, it tends to use a Nasdaq-tech levered exposure. If the 10-day RSI on TQQQ is very high (above 79), it slides into UVXY as a volatility hedge; otherwise it stays with TQQQ. (b) If TQQQ is not above its 200-day average, the system looks for oversold momentum: if the 10-day RSI on TQQQ is below 31, it goes into TECL (3x tech bull). If that condition isn’t met, it selects one asset from the hedge/bond group (BSV or SQQQ) using a top RSI ranking. The chosen asset is held (or weighted) for that day, and the process repeats every trading day. The goal is to ride uptrends with leveraged tech exposure while rotating into hedges or bonds when momentum or trend weakens.
Notes: RSI is a momentum gauge; 200d MA is a long-term trend guide; UVXY is a volatility-related ETF (risk hedging); SQQQ is an inverse Nasdaq ETF; BSV is a short-term bond ETF; TECL is a 3x tech bull ETF; TQQQ is a 3x Nasdaq-100 bull ETF.
Out-of-sample edge: ~66% annualized return vs SPY ~20%; Sharpe ~1.18, Calmar ~1.48. Dynamic 3x Nasdaq exposure with trend/momentum rotations and hedges aims for stronger upside in uptrends, with higher drawdowns risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.77 | 1.23 | 0.12 | 0.35 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 667.41% | 15.19% | -2.02% | -1.16% | 0.93 | |
| 8,918,166.32% | 120.53% | -19.4% | -25.42% | 1.62 |
Initial Investment
$10,000.00
Final Value
$891,826,631.70Regulatory Fees
$1,103,287.82
Total Slippage
$7,926,498.06
Invest in this strategy
OOS Start Date
Jun 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Leverage, trend-following, momentum, rotation, hedging, etf-based