QLD FTLT (zoop's Edit)
Today’s Change (Oct 8, 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 aims for Nasdaq exposure with adaptive hedges: 50.6% annualized return vs S&P 18.2%; Sharpe 1.19 vs 1.11; Calmar 1.40. Accepts larger drawdowns (36% vs 18.8%) for superior risk-adjusted growth.
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 | |
|---|---|---|---|---|---|
| 788.05% | 11.44% | 1.72% | 4.21% | 0.66 | |
| 10,138,763.85% | 77.12% | 10.75% | 11.78% | 1.58 |
Initial Investment
$10,000.00
Final Value
$1,013,886,385.48Regulatory Fees
$723,201.05
Total Slippage
$6,934,066.11
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