CLModified_000006 qqqRSI (Revised) | Daily Rebalance | Standardized Thresholds
Today’s Change (Oct 8, 2026)
—
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 | |
|---|---|---|---|---|---|
| 723.41% | 15.16% | 1.72% | 4.21% | 0.93 | |
| 2,140,389,044,660.14% | 391.62% | 20.07% | 13.35% | 2.61 |
Initial Investment
$10,000.00
Final Value
$214,038,904,476,014.44Regulatory Fees
$8,932,131,967.31
Total Slippage
$12,332,850,499.11
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
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks