QLD FTLT (zoop's Edit)
Today’s Change (Sep 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily switch among 2x Nasdaq (QLD), −2x Nasdaq (QID), and long Treasuries (TLT). Uses a 200‑day market health line plus a short‑term “heat/cold” score to ride uptrends, fade extreme surges, and seek safety in weak markets.
Each day it picks one fund: QLD (about 2x the Nasdaq‑100), QID (about −2x the Nasdaq‑100), or TLT (long US Treasury bonds). It first checks if the market (SPY) is above its 200‑day average (a health line). If healthy, it holds QLD unless a short‑term “heat” score (RSI, 0–100) is extremely high, then it switches to QID for a pullback. If unhealthy, it buys QLD only when very “cold”; otherwise it chooses QID or TLT (whichever looks stronger) or flips between QID/QLD using that heat/cold score.
Out-of-sample, this strategy outperforms the S&P 500 on risk-adjusted grounds (Sharpe ~1.09) with ~45% annualized return vs ~18% for SPY. Daily regime switching among QLD, QID, and TLT seeks to ride trends and protect capital in weaker markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.54 | 0.92 | 0.18 | 0.43 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 783.8% | 11.44% | 1.27% | 4.17% | 0.66 | |
| 9,735,559.83% | 77.01% | 7.53% | -1.38% | 1.58 |
Initial Investment
$10,000.00
Final Value
$973,565,982.80Regulatory Fees
$723,155.57
Total Slippage
$6,934,116.42
Invest in this strategy
OOS Start Date
Aug 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend + mean reversion, market timing, risk-on/risk-off, nasdaq-100, treasuries