Boring | Deez | 6JUL2023
Today’s Change (Nov 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive Nasdaq-trading strategy that flips between leveraged long, leveraged short, and cash-like T-bills based on whether big tech looks overheated, washed out, or trending strongly.
This strategy watches **QQQ**, a fund that tracks the Nasdaq-100 (big tech-heavy companies like Apple, Microsoft, Amazon, Nvidia, and similar names).
It first checks whether QQQ looks **too hot** or **too cold** using RSI, a 0–100 score of how sharply prices have risen or fallen lately. If the score is very high, it bets **against** the Nasdaq with **SQQQ**. If the score is very low, it makes an aggressive **rebound bet** with **TQQQ**.
If QQQ is in the middle—not too hot, not too cold—the strategy splits money across 3 trend tests. If trends look strong, it uses **QQQ**, **QLD**, or **TQQQ** (increasingly aggressive versions of the same Nasdaq bet). If trends look weak, it parks that slice in **BIL**, a very short-term Treasury-bill fund that acts like a cash substitute.
Tap Nasdaq leadership with a rules-based, tactical mix of 3x/2x longs, inverse and cash. Out-of-sample return ~15.8% with larger drawdowns (~32%). Provides disciplined, tech-driven upside when Nasdaq leads—a strategic complement to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.07 | 0.6 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 813.52% | 14.15% | -5.62% | -4.09% | 0.86 | |
| 773.86% | 13.85% | -2.72% | 2.23% | 0.63 |
Initial Investment
$10,000.00
Final Value
$87,385.60Regulatory Fees
$386.77
Total Slippage
$2,162.09
Invest in this strategy
OOS Start Date
Jul 6, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, market timing, nasdaq-100, leveraged etfs, inverse etf, trend following, mean reversion, long/short
Tickers in this symphonyThis symphony trades 5 assets in total
Ticker
Type
BIL
SPDR Series Trust - State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Trust - ProShares Ultra QQQ 2x Shares
Stocks
QQQ
Invesco QQQ Trust Series 1 - Invesco QQQ Trust Series 1
Stocks
SQQQ
ProShares Trust - ProShares UltraPro Short QQQ -3x Shares
Stocks
TQQQ
ProShares Trust - ProShares UltraPro QQQ 3x Shares
Stocks