Framework 3.0.4 with just QQQ/PSQ | DD 15.7%
Today’s Change (Apr 19, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily on/off switch between QQQ (own big tech) and PSQ (short big tech). It reads market trend, volatility, bonds, commodities, and short‑term “hot/cold” to ride uptrends and flip defensive in selloffs, aiming to cap drawdowns near ~16%.
How it worksWhat it owns: only two funds.
- QQQ: a basket of big US tech names (Apple, Microsoft, Nvidia, etc.).
- PSQ: moves opposite QQQ each day (if QQQ falls 1%, PSQ rises ~1%).
How it decides: a daily “traffic light.”
- Trend: if the market’s long-term trend is up, favor QQQ; if down, favor PSQ.
- Stress: if volatility jumps (panic), move to PSQ.
- Rates/commodities: weak bonds or jumpy commodities lean PSQ.
- Short-term stretch: very “hot” → PSQ; very “cold” → QQQ. (RSI = a 0–100 hot/cold meter; moving average = average price over X days.)
Value propOut-of-sample results: annualized return ~25.74% vs SPY's ~19.83%; Sharpe ~1.20; Calmar ~1.43; max drawdown ~17.95% vs ~18.76%; beta ~0.92. A disciplined, lower-correlated tech-forward strategy with strong risk control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.3 | 0.64 | 0.28 | 0.53 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 648.54% | 14.93% | 6.16% | 5.09% | 0.91 | |
| 23,925.6% | 46.08% | 1.68% | -5.36% | 1.96 |
Initial Investment
$10,000.00
Final Value
$2,402,560.45Regulatory Fees
$7,871.67
Total Slippage
$52,876.27
Invest in this strategy
OOS Start Date
Feb 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, volatility filter, nasdaq-100, long/short, daily rebalance, risk management
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks