Buy the Dips: Nasdaq 100/S&P 500
Today’s Change (Oct 22, 2026)
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About
A daily “buy the dip” strategy: buy a leveraged Nasdaq fund after a big Nasdaq drop, otherwise buy a leveraged S&P 500 fund after a big S&P drop, and sit in bonds when no big dip appears or a rebound already looks too sharp.
Each day, the strategy asks: did the Nasdaq 100 fall more than 5% in the last week? If yes, it buys TQQQ, a very aggressive fund that aims to amplify Nasdaq gains.
If not, it checks whether the S&P 500 fell more than 5%; if yes, it buys SPXL, a similarly aggressive S&P 500 fund.
But if either fund already jumped more than 5% in a single day, it avoids chasing the rebound and moves into safer bond funds instead.
Chases big dips with 3x levered bets on Nasdaq/S&P, then shifts to bonds when risk spikes. Out-of-sample return ~21% vs ~19.5% for the S&P, with Calmar ~0.92. Higher drawdowns are the price for bigger upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.11 | 0.65 | 0.19 | 0.44 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 861.2% | 14.55% | -0.05% | 3.57% | 0.88 | |
| 1,918.15% | 19.77% | 3.6% | 11.79% | 0.84 |
Initial Investment
$10,000.00
Final Value
$201,814.58Regulatory Fees
$492.32
Total Slippage
$1,793.48
Invest in this strategy
OOS Start Date
Jul 19, 2022
Trading Setting
Daily
Type
Stocks
Category
Buy the dip, tactical asset allocation, leveraged equity, nasdaq 100, s&p 500, bonds, defensive rotation
Tickers in this symphonyThis symphony trades 6 assets in total