CLModified_000006 qqqRSI (Revised) | Daily Rebalance | Standardized Thresholds
Today’s Change (Oct 9, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules‑based, high‑risk strategy: ride bull markets with 3× equity funds (UPRO/SOXL), hedge when markets run too hot, and buy deep dips using a −15/−20/−25% semiconductor ladder. In bears, keep a small cash/gold/bond cushion and rotate defensively.
How it works1) Trend filter: if the S&P 500 (SPY) is above its 200‑day average, use the Bull playbook; otherwise use Bear.
2) RSI(10) = a 0–100 hot/cold gauge. Hot (≥80–95) → hedge with volatility (UVXY/VIXY) or defensives (GLD/XLP). Cold (≤20–30) → buy tech/semis dips (SOXL/TQQQ/TECL).
3) Bull base: 90% UPRO (3× S&P 500) + 10% SOXL.
4) Crash ladder on SOXL 1‑day drops: −15%→TMF, −20%→UVXY, −25%→buy SOXL.
5) Bear: keep 3% each in BIL/GLD/TLT; then choose UPRO/SOXL, SQQQ, or GLD/XLP via RSI and 200‑day tests vs TLT. Rebalance daily.
Value propOut-of-sample Sharpe ~4.78 vs SPY ~1.52, alpha ~1.81, Calmar ~162—signaling far stronger risk-adjusted upside than the S&P 500. A rules-based, regime-driven strategy blending leveraged exposure with disciplined hedging and dip buying.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.67 | 1.03 | 0.06 | 0.24 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 719.93% | 15.12% | 1.29% | 4.09% | 0.93 | |
| 1,999,021,441,166.65% | 389.17% | 12.14% | 6.53% | 2.6 |
Initial Investment
$10,000.00
Final Value
$199,902,144,126,665.20Regulatory Fees
$8,953,740,960.79
Total Slippage
$12,354,325,335.58
Invest in this strategy
OOS Start Date
Aug 29, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, rsi, regime switching, leveraged etfs, volatility hedge, dip buying, cross-asset signals