Anti-chop QLD For The Long Term
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based switching among QLD (2x Nasdaq‑100), QQQ, PSQ (inverse QQQ), and SHY using a market trend filter plus short-term “heat” (RSI) and moving averages. Aim: ride uptrends, buy deep dips, and get defensive to avoid chop in declines.
1) Big trend check: Is SPY above its 200‑day average (price vs its last‑200‑day average)? If yes, hold QLD (2x Nasdaq‑100) unless QQQ’s 10‑day RSI—a 0–100 “heat” score of recent ups vs downs—is >81; then hold PSQ (inverse QQQ).
2) If SPY is below: if QQQ’s RSI<30 (washed‑out), buy QLD for a bounce; else blend QQQ with PSQ or SHY (1–3yr Treasuries). As 4‑ & 6‑day averages move above the 20‑day, increase QQQ. Pick PSQ vs SHY by the higher 10‑day RSI.
Out-of-sample, this rules-based strategy aims to ride Nasdaq uptrends with selective leverage and hedges, delivering ~59% annualized return vs ~24% for the S&P, plus solid risk-adjusted metrics (Sharpe ~1.43, Calmar ~1.62) over 1,303 days.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.33 | 1.15 | 0.41 | 0.64 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 783% | 11.37% | 1.72% | 4.21% | 0.65 | |
| 430,387.16% | 51.25% | 10.75% | 11.78% | 1.36 |
Initial Investment
$10,000.00
Final Value
$43,048,716.43Regulatory Fees
$31,607.64
Total Slippage
$285,929.96
Invest in this strategy
OOS Start Date
Mar 11, 2023
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, market timing, nasdaq-100, leveraged etfs, risk management