JJ's Canary Leverage Lite v2.1
Today’s Change (Oct 8, 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: 28.2% annualized vs SPY’s 19.3%, powered by a rules-based, leveraged system using a bond-canary, EM trend, RSI timing and safe-haven momentum to pursue higher upside with disciplined risk control. Calmar ~0.57 signals favorable risk-adjusted edge.
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 | |
|---|---|---|---|---|---|
| 798.42% | 15.79% | 1.72% | 4.21% | 0.96 | |
| 156,583.32% | 63.43% | 0.39% | 10% | 1.45 |
Initial Investment
$10,000.00
Final Value
$15,668,331.52Regulatory Fees
$40,550.44
Total Slippage
$356,305.43
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