herkaaderkadoe
Today’s Change (Jul 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules-based strategy: buy 3x semis/Nasdaq/S&P on deep dips, switch to a volatility play when markets look overheated, otherwise ride the Nasdaq trend with scaled leverage or sit in T‑Bills.
Each day it holds one fund. It buys deep dips: if semis (SMH) look oversold by RSI (a 0–100 "hot/cold" score), buy SOXL (3x semis); else if Nasdaq (QQQ) is oversold, buy TQQQ (3x Nasdaq); else if S&P (SPY) is oversold, buy UPRO (3x S&P). If many indexes are overheated (very high RSI), it buys UVXY (volatility). Otherwise it trend-follows Nasdaq: above its 20/100/200-day averages it uses TQQQ; if weaker it uses QLD (2x) or QQQ; if no uptrend, hold BIL (T‑Bills).
Rules-based strategy aiming to capture deep-dip rebounds in semis/Nasdaq with 3x leverage and volatility hedges. Seeks diversification and active risk control alongside SPY, but out-of-sample performance trails the S&P with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.61 | 1.13 | 0.14 | 0.37 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 580.01% | 14.39% | -0.31% | 4.98% | 0.89 | |
| 1,128,845.03% | 92.45% | -13.53% | 8.06% | 1.54 |
Initial Investment
$10,000.00
Final Value
$112,894,503.13Regulatory Fees
$224,968.40
Total Slippage
$2,140,061.85
Invest in this strategy
OOS Start Date
Jul 2, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,trend following,leveraged etfs,volatility hedge,daily rebalance
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
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR ETF
Stocks