QLD For The Long Term V1.1 (89.2%/36.1% DD)
Today’s Change (Oct 22, 2026)
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About
A fast-moving strategy that mostly rides leveraged big-tech gains, but switches into bonds—or even bets against tech—when the market looks weak, overheated, or in a short-term slump.
How it worksThis strategy checks the market every day and usually wants to own QLD, a fund that gives roughly double the daily move of the Nasdaq-100 (big growth/tech companies like Apple, Microsoft, Amazon, Meta, Nvidia, Google).
First it asks: is the broad U.S. market (SPY) above its 200-day average? If yes, it stays in QLD unless QLD has run up too fast lately; then it hides in TLT, a long-term U.S. Treasury bond fund.
If the market is below that long-term trend line, it gets more defensive. After sharp selloffs it may buy QLD or SSO for a rebound, or move into SHY/BSV, which hold short-term bonds. In weaker conditions it can also buy QID, which rises when the Nasdaq falls.
Value propOut-of-sample edge: ~44.7% annualized vs ~21.3% for the S&P, with Calmar ~1.21. Captures tech upside while hedging with bonds—aims for higher long-run growth than the S&P, albeit with larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.56 | 0.99 | 0.22 | 0.47 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 645.22% | 10.87% | -0.05% | 3.57% | 0.62 | |
| 11,120,772.03% | 81.63% | -4.97% | 2.53% | 1.66 |
Initial Investment
$10,000.00
Final Value
$1,112,087,202.67Regulatory Fees
$916,178.71
Total Slippage
$8,814,232.06
Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged equity, nasdaq-100, trend-following, mean reversion, risk management, bonds
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type