Azqato's Long Backtest Switchboard (No K-1 Edit)
Today’s Change (Jan 9, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily “switchboard” that buys the dip in leveraged tech/Nasdaq when trends are healthy, and quickly flips to volatility, inverse ETFs, Treasuries, or commodities when markets overheat or crack. Very aggressive; relies on RSI, trend, and bond/commodity cues.
How it worksEach day it checks the market’s “mood” using simple signals:
- Trend: Is the S&P 500 above its long-term average? If yes, risk-on; if no, play defense.
- Bonds: Is the long Treasury trend up or overbought? That picks TMF (3x long Treasuries) or TMV (3x short).
- RSI (0–100): Under ~30 = oversold (buy dips); over ~75–80 = overbought (take cover).
In risk-on it buys 3x tech/Nasdaq/S&P funds (TQQQ, TECL, SOXL, UPRO/SPXL), usually the weakest over the last week (mean reversion). If markets spike or fall fast, it switches to volatility (VXX) or inverse ETFs (SQQQ, SPXS, SOXS). In risk-off it parks in short-term Treasuries (BIL/SHY), long/short Treasuries (TMF/TMV), or commodities (PDBC/OILK to avoid K‑1).
Value propDynamic regime-switching strategy aims for ~21% annualized return, near the S&P 500, with active hedges (volatility, Treasuries, commodities) to ride trends and defend in risk-off. Similar upside, but higher drawdowns in extreme markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.13 | 1.18 | 0.1 | 0.32 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 155.01% | 15.6% | 1.16% | 2.74% | 0.82 | |
| 51,139,255.48% | 665.96% | 12.52% | 12.78% | 3.06 |
Initial Investment
$10,000.00
Final Value
$5,113,935,547.67Regulatory Fees
$23,959,678.29
Total Slippage
$172,317,966.33
Invest in this strategy
OOS Start Date
Dec 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend-following, mean reversion, regime switching, volatility hedge, tech-heavy, rates filter, daily rebalance
Tickers in this symphonyThis symphony trades 59 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X Shares
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks