JJ's Canary Leverage Lite v2.1
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based, tactical strategy seeking leveraged upside with guardrails. A bond-vs-cash canary sets “calm” vs “danger,” short-term RSI times flips, and momentum picks safe havens when risk rises.
1) Canary: if BND (broad bonds) beats BIL (T‑bills) over 60 days, it’s calm; else danger.
Calm: if emerging‑markets trend is strong (fast > slow 1‑yr avg), hold TQQQ (3x Nasdaq). Else split UPRO (3x S&P) and TMF (3x long Treasuries).
Danger: use SPY’s 10‑day RSI, a 0–100 heat gauge. Hot (>75): UVXY (volatility). Cold (<30): UPRO (rebound). Else hold the top 3 (30‑day trend) of UUP (USD), TMF, DBC (commodities), UGL (2x gold), IEO (oil stocks), XLU (utilities).
Out-of-sample, this strategy seeks bigger upside than the S&P 500: 28.7% annualized return vs 18.9%, with regime‑driven leverage and smart risk guards. Expect higher upside capture, but be aware of larger drawdowns in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.34 | 1.45 | 0.38 | 0.61 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 780.46% | 15.69% | -0.5% | 2.26% | 0.96 | |
| 157,008.84% | 63.74% | 4.38% | 18.41% | 1.45 |
Initial Investment
$10,000.00
Final Value
$15,710,884.40Regulatory Fees
$40,432.56
Total Slippage
$355,283.11
Invest in this strategy
OOS Start Date
Jun 27, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend-following, rsi timing, momentum, risk management
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UGL
ProShares Ultra Gold
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks