JBB --- TQQQ FTLT?
Today’s Change (Oct 9, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it toggles among TQQQ (3× Nasdaq‑100), SQQQ (−3×), UVXY (volatility), and BSV (short bonds). A long‑term trend filter plus short‑term “hot/cold” and volatility checks buy big dips, cool overheated rallies, or step aside.
1) Big-picture filter: if SPY is above its 200‑day average (uptrend), go risk‑on; else be defensive.
2) In uptrends, default to TQQQ (3× Nasdaq‑100). Switch briefly if: gains look too hot (RSI—hot/cold, 0–100—very high) → UVXY; a 5‑day slump then snapback → SQQQ; swings are wild → park in BSV.
3) In downtrends, only buy extreme dips (very low RSI); otherwise rotate among SQQQ, UVXY, or BSV using short‑term trend and heat.
Out-of-sample edge: ~77.6% annualized return vs SPY ~22.3%, Calmar ~1.53. Tactical hedges (UVXY/SQQQ/BSV) target big tech rallies and cap downside, offering higher upside than the S&P with controlled risk despite larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.05 | 1.16 | 0.1 | 0.31 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 719.93% | 15.12% | 1.29% | 4.09% | 0.93 | |
| 588,689,377.28% | 183.87% | 11.4% | -4.29% | 1.98 |
Initial Investment
$10,000.00
Final Value
$58,868,947,727.50Regulatory Fees
$64,312,853.84
Total Slippage
$620,379,573.78
Invest in this strategy
OOS Start Date
Apr 26, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, nasdaq-100 focus, trend-following, mean reversion, volatility hedge, daily rebalance, risk-managed
Tickers in this symphonyThis symphony trades 7 assets in total