Simons The Holy Grail + TQQQ FTLT Frankensteins Monster
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high‑risk, one‑position, tech‑tilted timer. It uses TQQQ’s 200‑day trend and short‑term RSI “heat” to switch among TQQQ/QQQ/SQQQ, jump to UVXY when markets look too hot, and sometimes park in TLT—aiming to ride trends and fade extremes.
Uses TQQQ (3x NASDAQ‑100) vs its 200‑day avg to set regime: above=uptrend, below=downtrend. RSI is a 0–100 “heat” gauge of recent moves.
Uptrend: if things look red‑hot, flip to UVXY (volatility spike ETF); if only warm, drop to QQQ; else stay in TQQQ.
Downtrend: buy deep dips in TECL/UPRO; otherwise pick SQQQ (3x inverse QQQ) or TLT (Treasuries) based on which is stronger.
Out-of-sample, regime-switching, tech-tilted strategy targets ~36%/yr returns vs the S&P 500’s ~21%, using 3x tech exposure and volatility timing to capture big upsides. Higher drawdowns are possible; upside potential with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.75 | 1.38 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 780.46% | 15.69% | -0.5% | 2.26% | 0.96 | |
| 16,154,056.15% | 123.34% | -7.8% | -19.19% | 1.66 |
Initial Investment
$10,000.00
Final Value
$1,615,415,614.84Regulatory Fees
$4,616,079.96
Total Slippage
$44,586,736.04
Invest in this strategy
OOS Start Date
Aug 7, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, momentum, leveraged etfs, volatility timing, regime switching
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks