Keynes' Algo (TQQQ FTLT v4)
Today’s Change (Nov 5, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily strategy that usually bets on big tech, but quickly flips into fear trades, bearish tech, or Treasury bonds when the market looks overheated or weak.
How it worksEach day, the strategy first asks: is the overall U.S. stock market healthy or weak? It uses SPY (a stand-in for the S&P 500) and compares today’s price to its 200-day average.
If the market looks healthy, it usually buys TQQQ, an aggressive fund that magnifies moves in big tech stocks. But if the market has risen too far too fast, it switches to UVXY, a fear/volatility trade that can benefit from a sudden selloff.
If the market looks weak, it looks for a quick bounce after a sharp drop by buying TECL or UPRO. If no bounce signal appears, it either bets against tech with SQQQ or hides in long-term Treasury bonds (TLT), depending on which looks stronger.
Value propOut-of-sample: ~32% annualized return vs ~17% for the S&P, but ~50% max drawdown vs ~19%. Dynamic regime-switching aims for big upside in uptrends while hedging volatility.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.85 | 1.67 | 0.19 | 0.44 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.38% | 15.6% | -1.04% | -0.34% | 0.95 | |
| 109,308,050.43% | 151.82% | -25.12% | -16.65% | 1.77 |
Initial Investment
$10,000.00
Final Value
$10,930,815,043.05Regulatory Fees
$9,706,790.43
Total Slippage
$93,656,352.53
Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical asset allocation, trend-following, mean reversion, tech-heavy, volatility hedge, daily rotation
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type