Barebones FTLT v3 - 14 Jul 2006
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A market-timing strategy that swings between leveraged Nasdaq bets, long Treasury bonds, and gold based on tech market stress, momentum, and bond trends.
How it worksThis strategy makes one big bet at a time. It watches the Nasdaq-heavy market (QQQ).
If that market gets suddenly very jumpy, it hides in long-term U.S. Treasury bonds (TLT). If tech looks heavily beaten down, it buys a 2x bullish Nasdaq fund (QLD). If tech looks too overheated, it buys a 2x bearish Nasdaq fund (QID).
If neither extreme is happening, it asks: is tech stronger than boring defensive utility stocks? If yes, it stays bullish with QLD. If not, it turns defensive and chooses between bonds (TLT) and gold (GLD), leaning more toward gold when bonds look weak.
Value propOut-of-sample return 22.47% vs S&P 19.75%, with solid risk-adjusted Calmar ~1.03. A dynamic, one-position strategy that hops between Nasdaq exposure, Treasuries, and gold to capture tech upside while keeping risk in check—versus a static S&P hold.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.3 | 0.73 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 795.39% | 11.41% | -1.04% | -0.34% | 0.66 | |
| 98,225.7% | 40.46% | -17.06% | -10.41% | 1.23 |
Initial Investment
$10,000.00
Final Value
$9,832,570.17Regulatory Fees
$22,605.68
Total Slippage
$199,514.89
Invest in this strategy
OOS Start Date
Sep 8, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, nasdaq, bonds, gold, defensive rotation
Tickers in this symphonyThis symphony trades 6 assets in total