QLD For The Long Term V1.1 (89.2%/36.1% DD)
Today’s Change (Aug 23, 2026)
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About
Daily switcher built around 2x Nasdaq (QLD). In uptrends it rides QLD unless overheated (then TLT). In downtrends it prefers bonds or inverse Nasdaq (QID), with occasional oversold bounce trades. Uses RSI and 200‑day trend. Very volatile.
Tickers: QLD=2x Nasdaq-100; QID=−2x Nasdaq-100; SSO=2x S&P 500; TLT=long-term US Treasuries; SHY/BSV=short-term bonds. RSI is a 0–100 “heat” gauge: high=hot, low=cold.
Daily: If the S&P 500 is above its 200‑day average, hold QLD unless it’s too hot, then use TLT. Otherwise favor bonds or QID, with brief bounce buys when markets look washed out.
Dynamic, rules-based strategy blending 2x Nasdaq with bonds. OOS annualized return ~47% vs SPY ~22%; Calmar ~1.27; Sharpe ~1.16. Higher upside with risk-managed drawdowns, though stress periods can see larger losses (~37%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.56 | 0.98 | 0.22 | 0.47 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 636.34% | 10.9% | 2.33% | 3.36% | 0.62 | |
| 10,904,010.15% | 82.39% | 0.34% | -3.6% | 1.67 |
Initial Investment
$10,000.00
Final Value
$1,090,411,015.27Regulatory Fees
$917,470.84
Total Slippage
$8,831,175.73
Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, mean reversion, leveraged etfs, regime filter, daily rebalancing, risk-managed growth
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type