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Cumulative roller 0.0.0.1
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches among TQQQ, SQQQ, UVXY, and BIL using QQQ’s heat, trend, and recent surge. Ride uptrends with 3× QQQ, fade “too‑hot” spikes with 3× inverse, jump to volatility at extremes, and sit in T‑Bills when the trend is weak.
NutHow it works
- First, it checks if QQQ (Nasdaq‑100 fund) is “too hot” on a 0–100 heat score (RSI>79). If yes → buy UVXY (a volatility fund that jumps when markets wobble). - Else, if QQQ is in an uptrend (above its 160‑day average): buy TQQQ (3× QQQ) unless recent gains are huge (1d>2% or 10d>15% or 100d>60%); then buy SQQQ (3× inverse). - If not in an uptrend: buy BIL (T‑Bills). Hold until rules change.
CheckmarkValue prop
Out-of-sample: ~18.4% annualized return vs S&P ~16.9%, leveraging Nasdaq trends with smart hedges and volatility triggers. Higher upside potential with risk-managed downturn protection—though drawdowns can be larger in stress periods.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.57
1.33
0.2
0.45
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
661.29%
15.49%
0.19%
3.76%
0.94
1,045,557.26%
92.82%
-0.29%
20.08%
1.55
Initial Investment
$10,000.00
Final Value
$104,565,725.57
Regulatory Fees
$168,714.40
Total Slippage
$1,203,369.97
Invest in this strategy
OOS Start Date
Jun 28, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, trend following, mean reversion, leveraged etfs, nasdaq-100, volatility hedge, market timing, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type