OG V1.1 QQQ 1DMR - 2X LETF edition
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy built around the Nasdaq-100: buy sharp dips, fade extreme rallies, and otherwise follow a trend-based QQQ plan, while using Treasury funds as a safety buffer.
This strategy mostly watches QQQ, a fund tracking the Nasdaq-100 (big growth/tech stocks).
If QQQ drops hard in one day, it tries to buy the area that looks most beaten down.
If QQQ jumps too much in one day, it may bet on a pullback using inverse funds.
When moves are normal, it follows a longer-term trend plan using QQQ, SPY, and short-term Treasury funds for defense.
Out-of-sample edge: Nasdaq-100 strategy beats the S&P 500 on risk-adjusted return (Sharpe 1.61 vs 1.30) and annualized gain (~43.7% vs ~20.1%), with a Treasuries buffer. Expect bigger swings but far higher upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.28 | 0.72 | 0.28 | 0.53 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 619.22% | 10.72% | -0.05% | 3.57% | 0.62 | |
| 65,025.37% | 39.72% | -2.19% | 1.45% | 1.38 |
Initial Investment
$10,000.00
Final Value
$6,512,536.93Regulatory Fees
$12,881.99
Total Slippage
$107,985.95
Invest in this strategy
OOS Start Date
Nov 11, 2022
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical asset allocation, mean reversion, leveraged etfs, nasdaq-100, sector rotation, risk-off treasuries
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSG
ProShares UltraShort Semiconductors
Stocks
TWM
ProShares UltraShort Russell2000
Stocks
USD
ProShares Ultra Semiconductors
Stocks