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[230610] A Collection of Really Worse Bad Ideas (shared)
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About

A short‑term, rules-based strategy that flips between leveraged tech/market funds and volatility ETFs. It uses a turbo Nasdaq fund as a crash/bounce gauge to switch among bullish, bearish, and short‑volatility stances. Very high risk.
NutHow it works
It’s three rule-driven sleeves (40%/40%/20%) that watch a turbo Nasdaq gauge (TQQQ). If TQQQ fell >11% in 6 days = sell-off mode: - If a huge 1-day bounce (>5.5%): turn bearish (use inverse index funds, add long “fear”). - Else: lean bullish and/or bet fear falls (short-vol funds). Otherwise hold a blend of tech indexes (SPY/QQQ/XLK/SMH), plus short-vol (SVXY/SVIX) with some VIX hedges (VIXY/VIXM). Bull 3x: TQQQ/SOXL/TECL/UPRO. Bear 3x: SPXS/SQQQ/SOXS/TECS. Vol: SVXY/SVIX (down fear), VIXY/VIXM (up fear).
CheckmarkValue prop
Regime-switching, three-sleeve strategy blending tech bets with volatility hedges. Out-of-sample: 16.1% annualized return, Calmar 0.64 over 880 days. Delivers diversification and adaptive exposure beyond the S&P 500, especially in choppy markets.
Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged etfs, volatility trading, tactical market timing, tech-heavy, long/short, contrarian, high risk
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type