Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
Today’s Change (Apr 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
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, this strategy aims ~50% annualized returns vs SPY’s ~22%, via dynamic 3x equity rotation (UPRO/TQQQ) with a Treasuries ballast, volatility filters, and buy-the-dip rules to ride uptrends while controlling drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.31 | 1.67 | 0.58 | 0.76 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 679.95% | 13.71% | 6.16% | 5.09% | 0.83 | |
| 193,843.77% | 60.58% | 11.94% | 5.36% | 1.44 |
Initial Investment
$10,000.00
Final Value
$19,394,376.86Regulatory Fees
$35,604.75
Total Slippage
$229,903.35
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