OG BEST TQQQ v1.1 + VIXn' + BrianE's 4TLT l 3+1 group + Sideways Market Deleverage
Today’s Change (Mar 17, 2026)
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About
Dynamic, multi-variant rotation between 3x leveraged longs (TQQQ/TECL/SOXL/SPXL) and 3x inverse bets (SQQQ/SOXS) with volatility hedges (UVXY) and bond ballast (BSV/BIL/TLT), driven by momentum and trend signals across Bull/Bear Search groups.
- The framework is divided into Bull Search (long bets) and Bear Search (bear/ inverse bets). - It uses momentum signals (RSI) and trend checks (price vs moving averages and cumulative returns over windows) to rank and select a small number of ideas from a pool of leveraged ETFs. - When the signals are positive, it loads into a few top 3x long bets (like TQQQ, TECL, SOXL, SPXL). - When signals deteriorate or risk spikes, it shifts toward bear/ inverse bets (like SQQQ, SOXS) and adds hedges with UVXY. - It also includes ballast with bond ETFs (BSV, BIL, TLT) to reduce drawdown. - There are multiple variants of the same core logic, each with slightly different thresholds and weightings, all sharing the aim of dynamic rotation rather than static holding. - The final allocation is a weighted mix drawn from these variants, with explicit weights like 100/100 or 70/30 in subgroups, and a fixed rebalancing tolerance.
Dynamic rotation into leveraged longs with hedges/bonds targets outsized upside and better risk-adjusted returns vs the S&P 500. Out-of-sample: annualized return ~83% vs ~23%; Sharpe ~1.44; Calmar ~1.93. Note higher drawdown (~43% vs ~19%).
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Invest in this strategy
OOS Start Date
Nov 9, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etf momentum, volatility hedging, multi-variant allocation
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks