Buffet FTLT
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
50% static 90/10 S&P 500/Treasuries. 50% tactical: buys TQQQ when markets look washed out, parks in VGSH when markets are hot or volatility jumps, and otherwise follows the 200‑day trend. Daily rebalanced; can be very aggressive in TQQQ.
Half is always 90% IVV (S&P 500) + 10% VGSH (short‑term Treasuries). The other half is tactical. RSI = a short‑term heat gauge (low=cold, high=hot).
- Washed‑out SMH/QQQ/SPY → TQQQ (3× Nasdaq).
- Euphoric readings or a UVXY (volatility) spike → VGSH.
- Else: trend check. SPY above 200‑day → 90% IVV/10% VGSH; below → mostly VGSH unless TQQQ is back over its 20‑day.
Uses SMH/QQQ/SPY as market thermometers (semis often lead).
Out-of-sample proof: ~23.8% annualized return vs S&P ~6.3%, lower max drawdown (3.11% vs 4.49%), Sharpe ~1.56 (vs ~0.55), Calmar ~7.66. Higher risk-adjusted growth with near-market beta and smoother downside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.11 | 0.92 | 0.73 | 0.85 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 610.55% | 14.56% | 1.27% | 4.17% | 0.9 | |
| 2,769.54% | 26.19% | 1.09% | 8.07% | 1.38 |
Initial Investment
$10,000.00
Final Value
$286,953.79Regulatory Fees
$485.16
Total Slippage
$3,044.04
Invest in this strategy
OOS Start Date
May 23, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, volatility filter, leveraged etfs, s&p 500, nasdaq-100, treasuries
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
IVV
iShares Core S&P 500 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VGSH
Vanguard Short-Term Treasury ETF
Stocks