$DS 2x edition with VXX - TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos & Raekon v1.4 |138.9%/34.3%DD from 28 Oct 2011
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rule-based strategy that tries to ride big tech higher with leveraged funds, but quickly shifts to short positions, bonds, or volatility hedges when markets look overheated or dangerous.
How it worksThis strategy is an aggressive market-timing system built mostly around big US tech stocks.
When conditions look favorable, it buys a turbocharged Nasdaq fund (TQQQ) plus a small cash-like position in T-bills (BIL). When the market looks overheated, falling, or unusually chaotic, it may switch to a fund that profits when Nasdaq falls (SQQQ), long-term Treasury bonds (TLT), or volatility products like VXX.
To decide, it checks simple warning gauges: Is the market in a long-term uptrend? Has tech risen too far too fast? Has it dropped sharply and become “washed out”? Is day-to-day movement unusually wild?
Value propAggressive, rule-based Nasdaq exposure with systematic hedges. Out-of-sample: 25.7% annualized return vs 17.6% for the S&P; higher upside but larger drawdowns and volatility. Designed for growth-seeking investors who can tolerate risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.87 | 0.6 | 0.06 | 0.24 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 216.26% | 14.08% | -0.05% | 3.57% | 0.79 | |
| 166,412.6% | 133.7% | -5.2% | 3.49% | 2.01 |
Initial Investment
$10,000.00
Final Value
$16,651,259.68Regulatory Fees
$18,031.66
Total Slippage
$164,639.47
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Threshold 8%
Type
Stocks
Category
Leveraged equity, nasdaq-100, tactical asset allocation, momentum, mean reversion, risk management, volatility hedge
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks