Boring SSO FTLT
Today’s Change (Sep 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
All-in tactical rules: ride uptrends with 3× S&P 500 (UPRO), sit in T‑bills (BIL) when conditions worsen, buy volatility (UVXY) in extremes, and buy sharp dips (TECL/UPRO) in bears to seek rebounds while avoiding big slides.
1) If the market is whipping around or looks too hot, it buys UVXY, a fund that jumps when fear/volatility spikes.
2) Otherwise it checks trend: SPY above its 200‑day average = bull; below = bear.
3) Bull: if bonds look steadier than betting against stocks, hold UPRO (3× S&P 500); else hold BIL (T‑bills).
4) Bear: only buy deep dips (TECL 3× tech or UPRO); otherwise BIL.
Out-of-sample: 22.25% annualized return vs SPY 15.41%; levered equity with volatility hedges aims for bigger upside. Drawdowns can be larger (~43.6%), but Calmar ~0.51 signals attractive long-run growth for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.67 | 1.04 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 780.46% | 15.69% | -0.5% | 2.26% | 0.96 | |
| 5,292,331.37% | 107.25% | -6.75% | -11.61% | 1.73 |
Initial Investment
$10,000.00
Final Value
$529,243,136.84Regulatory Fees
$716,068.09
Total Slippage
$6,906,051.65
Invest in this strategy
OOS Start Date
Dec 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, leveraged etfs, volatility trading, market timing, risk-off cash
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks