Hedging QQQ
Today’s Change (Mar 30, 2026)
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About
Daily, it mainly owns QQQ (Nasdaq‑100) but tilts when others look better or safer: rotates into strong sectors, shifts between SPY and QQQ based on calmness, can park in T‑Bills, and may add small volatility/inverse QQQ hedges.
How it worksGoal: mostly own QQQ unless something looks stronger or safer. RSI is a “speedometer” of recent gains vs losses.
40%: 7 sector ETFs (XLK tech, XLE energy, XLF financials, XLY consumer cyclical, XLP staples, XLU utilities, XLI industrials) can replace QQQ if their short‑term RSI beats QQQ’s.
25%: SPY (S&P 500) vs QQQ (Nasdaq‑100); more goes to the calmer one (lower recent volatility).
25%: BIL (T‑Bills) vs QQQ for safety.
10%: UVXY (volatility) or SQQQ (inverse QQQ) hedges only if stronger than QQQ; else QQQ. Rebalanced daily.
Value propActive, risk-aware strategy that mostly follows QQQ but rotates to calmer markets and hedges. It delivers far smaller drawdowns (7.9% vs SPY's 18.8%), and a higher OOS Sharpe (~1.36 vs SPY's ~1.32), for stronger risk-adjusted performance vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.03 | 0.6 | 0.69 | 0.83 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 558.58% | 14.02% | -7.68% | -7.76% | 0.87 | |
| 404.95% | 11.93% | -1.25% | -1.57% | 1 |
Initial Investment
$10,000.00
Final Value
$50,494.65Regulatory Fees
$184.51
Total Slippage
$895.41
Invest in this strategy
OOS Start Date
Jun 19, 2023
Trading Setting
Daily
Type
Stocks
Category
Qqq-focused, sector rotation, momentum/rsi, inverse-vol weighting, hedging (uvxy, sqqq), t-bill safety, daily rebalance
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLI
State Street Industrial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks