QQQ - Bull or Hedge
Today’s Change (Mar 17, 2026)
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About
A daily-rebalanced, QQQ-centered strategy that blends bullish bets with a multi-asset hedging framework (volatility, dollar, and gold), using layered risk and momentum checks to switch among QQQ, leveraged QQQ, and hedges.
How it works- It targets QQQ as the main long exposure. Daily, it runs a large set of checks to decide whether to stay with QQQ, add leveraged QQQ bets (like TQQQ), or move into hedges.
- If risk signals are high, it may tilt toward hedges that rise when volatility spikes (UVXY) or toward safe-haven assets (UUP, GLD).
- If signals look favorable, it increases exposure to bullish bets on QQQ (and sometimes levered versions), allocating most of the capital to the bullish side (e.g., around 85% of the intended weight in some paths).
- The system uses a mix of momentum, price trend, and risk metrics (like drawdown and volatility) across several windows (short-term and long-term) to inform decisions.
- Assets involved include QQQ, UVXY, TQQQ, SPXL, SPY, UUP, GLD, SPY, and sometimes TMF as a risk metric reference. The net result is a dynamic QQQ-focused strategy that tries to stay ahead of risk while chasing upside.
Value propDynamic QQQ‑focused strategy with hedges aims to beat the S&P 500 on risk‑adjusted terms: OOS return ~35% vs ~22%, Sharpe ~1.76 vs 1.29, Calmar ~2.0, drawdown ~17.7% vs ~18.8%, beta ~0.42.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.66 | -0.15 | 0 | -0.07 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 605.13% | 14.55% | -1.77% | 0.2% | 0.89 | |
| 380,025.62% | 77.42% | 1.37% | 5.66% | 1.69 |
Initial Investment
$10,000.00
Final Value
$38,012,562.32Regulatory Fees
$94,350.17
Total Slippage
$666,945.60
Invest in this strategy
OOS Start Date
Sep 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Multi-asset hedged equity (qqq-centric) with volatility, compass hedges, and leveraged components
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks