*Bar Bell Moving Average Crossover
Today’s Change (Mar 5, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily trend barbell: risk-on when SPY is in a long uptrend, split between Tech and Health Care, toggling between regular ETFs (XLK/XLV) and 3× (TECL/CURE). Risk-off in short-term bonds (BSV), with occasional TQQQ dip-buys after sharp QQQ drops.
Each day:
- If SPY (S&P 500) > its 200‑day average (long‑term trend): split 50/50 between Tech and Health Care. In each, if the short‑term trend (12 vs 26‑day average price) is up, use the 3× fund (TECL/CURE) unless it already rose >5% in the last 10 days—then use the regular fund (XLK/XLV). If not up, use the regular fund.
- If SPY ≤ its 200‑day average: use short‑term bonds (BSV), unless QQQ (Nasdaq‑100) fell >4% in 5 days—then try TQQQ, except if TQQQ already jumped >5% today.
Out-of-sample edge: Sharpe 1.11 vs SPY 0.87; Calmar 2.21; annualized return 53% vs 16%. A disciplined trend/sector strategy aims for bigger upside with alpha and stronger risk-adjusted growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.14 | 1.37 | 0.48 | 0.7 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 578.82% | 13.97% | -0.15% | 0.4% | 0.85 | |
| 6,466.09% | 33.07% | 1.88% | -10.16% | 1.01 |
Initial Investment
$10,000.00
Final Value
$656,609.00Regulatory Fees
$3,056.54
Total Slippage
$18,427.35
Invest in this strategy
OOS Start Date
Feb 14, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, sector rotation, moving averages, leveraged etfs, tactical allocation, defensive bonds
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLV
State Street Health Care Select Sector SPDR ETF
Stocks