Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + V1a TQQQ or not - Replace UVXY w/ VXX
Today’s Change (Mar 18, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules-based blend that rides U.S. stock trends with 3x ETFs, buys big dips, and parks in T‑bills or long bonds when risk rises; occasionally adds a short-term volatility hedge. Focus: S&P 500, Nasdaq‑100, and Treasuries.
What it buys: UPRO (3x S&P 500), TQQQ (3x Nasdaq), TMF (3x long US Treasuries), BIL (T‑bills). Sometimes VXX (volatility hedge) and rarely SOXL (semis) in deep dips.
How it decides: Each day it checks if stocks look strong or weak using simple measures—RSI = a 0–100 “recent up/down” score, volatility, and drawdowns. In calm uptrends it owns UPRO/TQQQ (more in the steadier one). If trends weaken or get jumpy, it either buys a clear dip or parks in BIL. In strong uptrends, it blends ~55% stocks/45% TMF; otherwise sits in BIL. If TQQQ gets overheated, it briefly hedges with VXX; if very oversold, it may try a small bounce via SOXL.
Out-of-sample edge: ~54% annualized return vs ~23% for the S&P, with Calmar ~1.24. It uses momentum, dip-buying, hedges, and bonds to chase bigger gains while defending capital—though drawdowns can be larger in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.79 | 1.38 | 0.34 | 0.58 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 172.29% | 13.1% | -1.77% | 0.2% | 0.73 | |
| 137,074.27% | 142.92% | -2.5% | 0.17% | 2.15 |
Initial Investment
$10,000.00
Final Value
$13,717,427.29Regulatory Fees
$31,976.04
Total Slippage
$212,486.97
Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical asset allocation, momentum, buy-the-dip, volatility targeting, risk parity, bonds, risk management
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks