Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A cautious, multi-timeframe, triple-leveraged fund surfing system. It mostly uses UPRO/TQQQ for growth, TMF for additional tilt, and BIL as a cash hedge. It buys dips, checks market breadth, and shifts between risk-on leverage and risk-off cash to manage drawdown risk.
- The strategy mostly uses three-times-leveraged ETFs for growth bets (UPRO and TQQQ) to capture strong market moves. It also uses TMF (3x long Treasuries) as a hedge in some setups. For safety, it includes cash-like instruments (BIL) to avoid tax-forms and provide liquidity.
- It looks at different time windows (roughly 14, 21, 28, and 35 days) to decide whether to be in “risk-on” mode (own leverage ETFs) or “risk-off” (own cash proxies).
- Dip checks (Nasdaq 100, S&P 500) try to confirm that a leg of the market is still in a healthy uptrend before adding or keeping leverage. If dips are detected and signals align, the strategy adds exposure to equities with leverage; if not, it moves toward BIL as a safety anchor.
- Signals combine trend checks, relative strength (how one asset compares to another), and volatility indicators, updated on several rolling windows (from 1 day up to 252 days).
- The system uses a mix of rules that balance growth and risk, with explicit risk controls like drawdown thresholds and standard deviation checks.
- It remains explicit about risk: high leverage magnifies both gains and losses, and the rules include transitions to safer assets when risk metrics show deterioration.
Dynamic 3x-leveraged strategy with hedges targets big upside in trends. OOS: ~52% annualized return vs ~22.5% for SPY; Sharpe ~1.38 (SPY ~1.41); Calmar ~1.30. Expect higher drawdowns (~40%) but with explicit risk controls and cash-like hedges.
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Invest in this strategy
OOS Start Date
May 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged equities, trend-following, risk-off hedging, dynamic allocation, volatility signals, cash proxies, no-k-1 design
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
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