OG v2.1 Double Pop Bots l BrianE l Oct 28th 2011 | okhi2u less BIL mod
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk, short-horizon strategy that uses 3x leveraged ETFs and UVXY to chase big moves, guided by RSI momentum signals and with a cash-like buffer (BIL) for risk control. It puntis into UVXY on extreme momentum, or into a trio of leveraged ETFs on oversold rebounds, and may park in cash/bonds when conditions favor risk-off.
- The system hunts for short-term, big-move setups. It watches a small group of leveraged ETFs (TQQQ, SPXL, SOXL) and a volatility ETF (UVXY). When momentum readings get extreme (RSI over 80) on one of the leveraged bets, it jumps into UVXY to profit from rising volatility. If that primary signal isn’t present, it also checks for extreme oversold momentum (RSI under 30) and, if found, may shift into the trio of 3x ETFs to catch a bounce. There’s an additional layer that tests bond-related signals and, if those look more favorable, may park money in a short-term bond proxy (BIL) instead of stocks.
- The allocation is often all-in on a single asset for a signal, rather than spreading across several assets at once (cash-equal blocks exist, but the active signals tend to allocate to one instrument at a time).
- The plan uses BIL as a protective buffer when placing UVXY or 3x levered bets, reducing potential drawdown at the cost of some upside during strong rallies.
- Rebalancing is not routine; decisions are signal-driven and episodic. If a signal fires, you adjust to that new position; otherwise you stay in cash or your current stance until the next signal arrives.
- The intended audience is a risk-tolerant trader comfortable with rapid, large swings and the potential for substantial short-term losses, given the use of 3x leverage and volatility exposure.
Out-of-sample edge: ~73.6% annualized return vs 21.1% for the S&P, Sharpe ~1.56 vs 1.32, Calmar ~2.32. Tactical UVXY/3x bets with a BIL buffer deliver bigger upside with risk control, but expect larger drawdowns (~31.7% vs 18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.67 | 1.3 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 669.43% | 15.2% | -1.77% | 0.2% | 0.93 | |
| 5,698,951.64% | 113.74% | -7.32% | 8.33% | 1.84 |
Initial Investment
$10,000.00
Final Value
$569,905,163.90Regulatory Fees
$1,090,313.72
Total Slippage
$7,815,917.98
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Leveraged etfs, momentum, volatility, tactical allocation, high risk