Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
Today’s Change (Mar 18, 2026)
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About
Daily rotation among 3× US stocks (UPRO, TQQQ), 3× long Treasuries (TMF), or T‑Bills (BIL) using volatility filters, a simple momentum gauge, and buy‑the‑dip rules to ride calm uptrends and step aside when markets turn rough.
Each day it checks if markets are calm (past 14–42 days volatility under set caps). If calm, it “surfs” between 3× S&P 500 (UPRO) and 3× Nasdaq‑100 (TQQQ), favoring the one with stronger recent momentum (RSI = a simple recent‑strength gauge) and sizing them by recent volatility. If markets are jumpy or in a bigger sell‑off, it moves to T‑Bills (BIL) or uses buy‑the‑dip rules (enter 3× funds only after ~−5% 5‑day drops; don’t chase if a 1‑day +5% spike just hit). In healthy phases it may run ~55% UPRO/TQQQ + 45% 3× Treasuries (TMF). Rebalanced daily.
Out-of-sample: ~50% annualized return vs SPY ~22%, with Calmar ~1.0. Dynamic 3x equity exposure and Treasuries/cash aims to ride uptrends and curb risk, offering higher upside than the S&P—note larger drawdowns in crises.
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Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum, volatility targeting, risk management, buy-the-dip, trend-following, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks