FTLT, ranked TQQQ/UPRO
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving, high-risk strategy that usually bets on whichever is stronger: leveraged big-tech stocks or the broad U.S. market, but can switch to bonds, a market-fall fund, or a fear fund when conditions worsen.
This strategy checks the market every day.
If the overall U.S. stock market looks healthy, it buys the stronger of two high-powered stock funds: TQQQ (3x Nasdaq, heavy in big tech) or UPRO (3x S&P 500).
If the market looks overheated, it switches to UVXY, a fear/volatility fund.
If the market looks weak, it may move to TLT (long U.S. Treasury bonds), SQQQ (profits when Nasdaq falls), or occasionally TECL (3x tech) for a rebound trade.
Out-of-sample, this strategy aims to beat the S&P with daily, dynamic, leveraged momentum bets (tech or broad market) plus hedges. Expected return ~43.7% vs ~16.2% for SPY; Calmar ~0.97, Sharpe ~0.89, but max drawdown ~44.9%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.86 | 1.48 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 793.64% | 15.7% | -0.05% | 3.57% | 0.96 | |
| 103,763,703.52% | 151.56% | -9.17% | 4.22% | 1.84 |
Initial Investment
$10,000.00
Final Value
$10,376,380,352.49Regulatory Fees
$14,936,104.10
Total Slippage
$144,159,598.86
Invest in this strategy
OOS Start Date
Jan 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged equities, tactical asset allocation, momentum, trend following, mean reversion, volatility hedge, inverse exposure
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 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
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks