Quickl230303
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive market-timing strategy that uses SPY’s recent behavior to switch between 3x bullish or 3x bearish stock-market and internet-stock funds.
This strategy constantly bets on the stock market going either strongly up or strongly down using very aggressive funds.
It first checks SPY, a fund that tracks the S&P 500. If SPY looks firm, it uses short-term trend rules to choose either bullish funds (UPRO, WEBL) or bearish funds (SPXU, WEBS). If SPY looks weak, it compares short-term vs longer-term momentum to choose either bullish tech funds (TQQQ, WEBL) or bearish tech funds (SQQQ, WEBS).
It usually splits money 50/50 between two funds.
Out-of-sample: ~19.8% annualized return vs SPY ~19.5%, via aggressive, levered market timing with a tech/internet tilt to capture upside. Higher risk and larger drawdowns (~60%) mean it's for bold, risk-tolerant investors seeking growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.32 | 0.76 | 0.04 | 0.2 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 175% | 15.61% | -1.04% | -0.34% | 0.83 | |
| 258.79% | 20.11% | 17.79% | 7.32% | 0.61 |
Initial Investment
$10,000.00
Final Value
$35,879.09Regulatory Fees
$474.73
Total Slippage
$3,455.25
Invest in this strategy
OOS Start Date
Jul 12, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, long-short equity, market timing, trend following, tech/internet exposure
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
WEBL
Direxion Daily Dow Jones Internet Bull 3X ETF
Stocks
WEBS
Direxion Daily Dow Jones Internet Bear 3X ETF
Stocks