Prairie's LT mashup | Leveraged
Today’s Change (Dec 13, 2025)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rule-based, fully leveraged rotation that buys 3x equity ETFs (TQQQ/SPXL) in uptrends or after dips, flips to Treasuries (TMF/TLT) or gold on weakness, and uses UVXY or short Nasdaq (PSQ/SQQQ) when markets look overheated. Uses simple heat and trend checks.
How it worksIt rotates among a few “engines” using simple gauges of heat and trend.
- Heat gauge (RSI): a 0–100 reading of how “hot/cold” recent price moves are. Very hot → expect pullback; very cold → expect bounce.
- Trend gauge (moving averages): price above/below its long-term line.
What it buys and when (examples):
- Risk-on: TQQQ (3x Nasdaq) or SPXL (3x S&P) when uptrends hold or after sharp dips.
- Defense: TMF/TLT (long Treasuries) or GLD (gold) when stocks weaken.
- Hedge/contrarian: UVXY (VIX/volatility) when markets look overheated; PSQ/SQQQ (short Nasdaq) in bears.
- Bonds up or down? It flips between TMF (3x long Treasuries) and TMV (3x short Treasuries) based on bond trends.
Key tickers used: TQQQ, SPXL, TMF, TMV, TLT, GLD, UVXY, PSQ/SQQQ. Sectors/global ETFs (like IOO, VTV, VOX, XLP, XLF) help spot “overheated” conditions.
Value propOut-of-sample: 35.63% annualized return vs 18.10% for the S&P, with Calmar 1.38 and Sharpe 0.91. A dynamic rotation across leveraged equities, bonds, gold, and hedges targets bigger upside with disciplined risk versus the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.92 | 1.15 | 0.22 | 0.47 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 679.69% | 15.6% | -0.24% | 3.99% | 0.94 | |
| 185,956,723.29% | 177.04% | -2.84% | -2.26% | 2.65 |
Initial Investment
$10,000.00
Final Value
$18,595,682,328.91Regulatory Fees
$42,974,842.89
Total Slippage
$309,085,919.53
Invest in this strategy
OOS Start Date
Oct 4, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum, trend following, volatility hedge, regime switching, risk-on/risk-off
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks