FTLT, ranked TQQQ/UPRO
Today’s Change (Aug 7, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it rotates among 3x equity ETFs (TQQQ/UPRO, sometimes TECL), volatility (UVXY), inverse stocks (SQQQ), or Treasuries (TLT). In uptrends it rides the strongest; when overheated it bets on volatility; in downtrends it goes defensive or buys sharp dips. Very high risk.
It runs in two modes based on SPY vs its 200‑day average (a long‑term trend line).
- Uptrend: hold the stronger of TQQQ (3x Nasdaq‑100) or UPRO (3x S&P 500) by 30‑day strength—unless TQQQ RSI>79 or SPXL (3x S&P) RSI>80, then hold UVXY (volatility).
- Not an uptrend: if TQQQ RSI<31, buy TECL (3x Tech). Else if SPY RSI<30 or TQQQ is below its 20‑day average, choose SQQQ (‑3x Nasdaq‑100) or TLT (long‑term Treasuries) by RSI. Else if SQQQ RSI<31, hold SQQQ. Otherwise, revert to TQQQ/UPRO.
RSI is a 0–100 “heat gauge” (over 80=hot, under 30=washed‑out).
Out-of-sample edge: ~57% annualized return vs ~19% for the S&P, with dynamic switches among leveraged equities, volatility, inverse ETFs, and Treasuries. Strong risk-adjusted gains (Calmar ~1.27) despite higher drawdowns (~45%). Higher upside, active risk management.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.87 | 1.47 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.25% | 15.88% | 2.3% | 5% | 0.96 | |
| 107,261,100.67% | 155.45% | 1.29% | -2.08% | 1.86 |
Initial Investment
$10,000.00
Final Value
$10,726,120,066.64Regulatory Fees
$14,123,172.15
Total Slippage
$136,298,378.37
Invest in this strategy
OOS Start Date
Jan 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, momentum/rsi, 3x leveraged equities, volatility (uvxy), inverse (sqqq), long treasuries (tlt), daily rebalance
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