JBB --- TQQQ FTLT?
Today’s Change (Mar 17, 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: higher risk-adjusted upside than the S&P 500, with Sharpe 1.62 vs 1.46 and outsized annualized returns, while using trend filters and tactical hedges to defend against drawdowns. A tech-heavy but diversified, disciplined edge.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.09 | 1.14 | 0.09 | 0.31 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 605.13% | 14.55% | -1.77% | 0.2% | 0.89 | |
| 529,774,449.13% | 193.56% | -0.39% | -2.36% | 2.03 |
Initial Investment
$10,000.00
Final Value
$52,977,454,913.16Regulatory Fees
$37,449,672.66
Total Slippage
$269,377,561.44
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