Simple SSO
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that usually bets hard on the U.S. stock market through leveraged S&P 500 exposure, but sometimes shifts to cash, defensive stocks, or tactical tech trades when conditions look risky or stretched.
This strategy mostly tries to own SSO, a fund that aims to deliver about 2x the daily move of the S&P 500.
It checks whether the market looks strong, weak, panicky, overbought, or oversold using trend and momentum signals. When conditions look good, it buys SSO. In rough markets it may shift part of the money to cash-like T-bills (BIL), defensive staples stocks (XLP), or sometimes make side bets on big tech rising (TQQQ) or falling (PSQ/SQQQ).
Out-of-sample edge: ~30% annualized return vs ~19% for the S&P, with solid risk-adjusted metrics (Calmar ~1.03; Sharpe ~1.09). A dynamic blend of leverage and hedges seeks higher upside with regime-aware risk control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.09 | 1.53 | 0.87 | 0.93 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 694.13% | 14.08% | -0.05% | 3.57% | 0.86 | |
| 7,666.38% | 31.89% | 0.9% | 7.07% | 1.13 |
Initial Investment
$10,000.00
Final Value
$776,638.10Regulatory Fees
$813.14
Total Slippage
$5,916.38
Invest in this strategy
OOS Start Date
Apr 12, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged equity, tactical asset allocation, trend following, mean reversion, risk management, us large cap, nasdaq, defensive sector, cash
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