It is what it is 0.0.0.3
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive Nasdaq trading strategy: usually leveraged long big US tech, but it switches to a fear trade or bearish positions when the market looks overheated or vulnerable.
This strategy is a high-risk market timer centered on the Nasdaq-100 (big US tech/growth stocks).
First, it checks whether many parts of the market have risen too far, too fast over the last 10 days. If so, it buys UVXY, a fund that tends to rise when market fear jumps.
If not, it usually buys a leveraged Nasdaq fund (TQQQ or QLD). It then uses longer-term Nasdaq trends to decide when to stay aggressive, scale back, or even bet against the market with PSQ or SQQQ.
Out-of-sample edge: Sharpe 1.60 vs 1.03, Calmar 3.13, and ~131% annualized return vs ~17% for SPY. A Nasdaq-focused, timing-driven strategy that rides rallies and hedges spikes—offering far higher upside with disciplined risk, though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.99 | 1.26 | 0.12 | 0.34 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 610.17% | 14.46% | -0.05% | 3.57% | 0.9 | |
| 200,408,453.85% | 171.73% | -4.38% | 5.73% | 1.95 |
Initial Investment
$10,000.00
Final Value
$20,040,855,384.62Regulatory Fees
$21,071,887.68
Total Slippage
$203,233,608.44
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, inverse etfs, volatility trading, nasdaq-100, us equities
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index 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
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks