QQQ FTLT noX (35,22,2007)
Today’s Change (Sep 20, 2026)
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About
Switches among QQQ (tech‑heavy Nasdaq‑100), SPY (S&P 500), BIL (T‑Bills), PSQ (inverse QQQ), or TLT (long US Treasuries) using long‑/short‑term trend and a “heat meter” (RSI). Rebalanced daily.
RSI = 0–100 “heat meter” of recent moves; moving average = typical price over X days.
Daily: If SPY is above its 200‑day avg, hold QQQ unless QQQ or SPY are very hot (RSI ≳80); then use BIL (T‑Bills). If SPY is below, buy sharp dips (very cold RSI) in QQQ or SPY; else if QQQ is under its 20‑day avg, own the stronger of PSQ (short QQQ) or TLT (Treasuries). If not, hold PSQ when it’s very cold; else QQQ.
Dynamic, regime-driven strategy delivering outsized out-of-sample gains: ~40% annualized vs SPY ~28%, Sharpe near 2, Calmar ~3.66. Tolerates ~11% drawdown for higher upside via adaptive hedges (BIL/PSQ/TLT) and daily rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.27 | 0.49 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 608.61% | 10.69% | -0.5% | 2.26% | 0.61 | |
| 33,046.44% | 35.13% | 0.55% | -2.48% | 1.52 |
Initial Investment
$10,000.00
Final Value
$3,314,643.51Regulatory Fees
$4,366.53
Total Slippage
$38,853.46
Invest in this strategy
OOS Start Date
Apr 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following + mean-reversion, tech-heavy nasdaq focus, inverse equity hedge, treasuries, cash-like t-bills, daily rebalance