Infinite RSI! - QQQ
Today’s Change (Aug 7, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A tech‑heavy, rule‑based strategy that buys 2×/3× Nasdaq on dips, hedges or stands aside when markets get euphoric, and otherwise rides the uptrend. It rotates among QLD/TQQQ/TECL, SQQQ/UVXY, QQQ, or BIL using RSI “heat” and trend filters.
It watches two things: 1) how “hot/cold” prices have been (RSI, a 0–100 heat meter of recent gains vs. losses), and 2) the long-term trend (price vs. its average).
• If the market is euphoric, it parks in T‑Bills (BIL).
• If the Nasdaq (QQQ) is very “hot,” it hedges with UVXY/SQQQ.
• If very “cold,” it buys 3× tech bulls (TQQQ/TECL).
• Otherwise, it rides the trend: QLD when strong, QQQ when neutral, BIL when weak.
Tickers: QQQ=Nasdaq‑100; QLD/TQQQ=2×/3× QQQ; TECL=3× tech sector; SQQQ=3× inverse QQQ; UVXY=volatility; BIL=T‑Bills.
Out-of-sample: ~61% annualized return with ~1.20 Sharpe and ~1.88 Calmar vs SPY ~19% return and ~1.12 Sharpe. Tech tilt + hedges aim for bigger upside with disciplined risk—stronger risk-adjusted performance than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.55 | 1.48 | 0.26 | 0.51 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.25% | 15.88% | 2.3% | 5% | 0.96 | |
| 2,389,812.14% | 97.57% | 2.48% | 3.7% | 1.64 |
Initial Investment
$10,000.00
Final Value
$238,991,214.19Regulatory Fees
$262,094.02
Total Slippage
$2,512,320.07
Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, rsi mean-reversion, trend following, leveraged etfs, volatility hedging, tech-focused, market timing
Tickers in this symphonyThis symphony trades 8 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
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks