OG v2.1 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A tactical, high‑risk bot. It bets on a volatility pop when 3x stock funds look overheated, buys those same 3x funds after sharp selloffs, and otherwise flips between 3x stocks or T‑Bills based on stock‑vs‑bond momentum signals.
RSI is a “heat gauge” for prices: high=overheated, low=washed‑out.
1) If 3x stock funds run hot (TQQQ=Nasdaq, SPXL=S&P 500, SOXL=semiconductors) with RSI>80 → buy UVXY (tends to jump when markets fall).
2) If any is washed‑out (RSI<30) → buy that fund for a bounce.
3) Otherwise, use stock/bond “heat” to choose: hold equal TQQQ/SPXL/SOXL only if bonds’ short‑term heat (BND) > stocks (SPY); else sit in BIL (T‑Bills).
Out-of-sample edge: ~66% annualized return, ~1.47 Sharpe, Calmar ~2.09—significantly higher risk-adjusted upside vs SPY’s ~21% and ~1.33 Sharpe, though it carries higher drawdowns (~31.7%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.65 | 1.29 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 798.42% | 15.79% | 1.72% | 4.21% | 0.96 | |
| 7,601,673.74% | 111.79% | 0.29% | 10.54% | 1.83 |
Initial Investment
$10,000.00
Final Value
$760,177,373.69Regulatory Fees
$1,059,292.58
Total Slippage
$10,178,813.98
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Tactical etf rotation, leveraged equities, mean reversion, volatility timing, momentum, risk-on/risk-off