Simple SSO
Today’s Change (Aug 23, 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: ~31.7% annualized vs ~20.2% SPY; Calmar ~1.08. A risk-on/risk-off strategy that aims higher growth than the S&P 500 by riding uptrends and protecting in volatility (with larger drawdowns).
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 | |
|---|---|---|---|---|---|
| 684.63% | 14.16% | 2.33% | 3.36% | 0.86 | |
| 7,514.17% | 32.11% | 4.9% | 4.91% | 1.14 |
Initial Investment
$10,000.00
Final Value
$761,416.77Regulatory Fees
$760.49
Total Slippage
$5,706.39
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