Simple SSO
Today’s Change (Aug 7, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules-based, tactical mix that rides uptrends with leveraged S&P 500 (SSO), but rotates to cash-like T‑bills or defensive staples—and occasionally uses Nasdaq long/short ETFs—based on simple trend (moving averages), momentum (RSI), and volatility signals.
It’s a simple rules blend. Default is SSO (a fund that tries to double the S&P 500’s daily move). If trends weaken or volatility heats up, it shifts to safety: BIL (T‑bills, cash‑like) or XLP (defensive staples). It sometimes uses Nasdaq tools: TQQQ (triple‑long), SQQQ/PSQ (short). Signals: moving averages (trend), RSI (hot/cold: >70 hot, <30 cold), and VIXM (volatility) to step aside.
Out-of-sample upside: ~33% annualized return vs ~21% for the S&P, Calmar ~1.13, Sharpe ~1.15. A rules-based trend system that leverages uptrends and shifts to safety on volatility, aiming for higher returns with disciplined risk control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.09 | 1.52 | 0.87 | 0.93 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 687.54% | 14.23% | 2.3% | 5% | 0.87 | |
| 7,574.32% | 32.28% | 4.43% | 6.93% | 1.14 |
Initial Investment
$10,000.00
Final Value
$767,432.16Regulatory Fees
$746.50
Total Slippage
$5,584.40
Invest in this strategy
OOS Start Date
Apr 12, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, trend following, tactical allocation, rsi signals, moving averages, risk-on/risk-off, us equities
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks