Simple AF Beta Baller (BIL/TQQQ/SQQQ) [With market 200SMA check -.-]
Today’s Change (Oct 3, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily tactical switcher among 3x long Nasdaq (TQQQ), 3x short Nasdaq (SQQQ), or cash-like T‑bills (BIL), driven by a 100‑day S&P 500 trend check and short‑term momentum (RSI) of bonds vs cash and high‑beta stocks.
It switches daily among:
- TQQQ: 3x long Nasdaq‑100
- SQQQ: 3x short Nasdaq‑100
- BIL: T‑bills (cash‑like)
Logic:
1) If the S&P 500 (SPY) is above its 100‑day average, buy TQQQ.
2) If below: use RSI (a 0–100 “hot/cold” score) to compare bonds vs cash and bonds vs high‑beta stocks:
- Bonds strong + stocks not washed out → TQQQ
- Stocks very washed out → BIL
- Bonds weak vs high‑beta → SQQQ
Out-of-sample: 19.62% annualized return vs SPY 18.08%, offering higher upside. Calmar ~0.27 suggests reasonable risk-adjusted gains; max drawdown can reach ~74% under stress due to 3x leverage. A disciplined, trend-timed strategy.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.94 | 1.41 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 90% | 13.77% | 0.84% | 3.6% | 0.84 | |
| 8,817.85% | 146.56% | 16.62% | 10.66% | 1.68 |
Initial Investment
$10,000.00
Final Value
$891,784.60Regulatory Fees
$152.52
Total Slippage
$1,141.07
Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, leveraged etfs, nasdaq-100, daily rebalancing, risk management
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SBND
Columbia Short Duration Bond ETF
Stocks
SPHB
Invesco S&P 500 High Beta 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