Sometimes TQQQ v2 + Leveraged Compares
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A momentum-driven, regime-aware tactical allocator among leveraged ETFs and hedges, using RSI and return signals to switch between bullish levered bets and bearish hedges, with a Top 5 Sorter to pick the best movers.
- Start with cash and then selectively allocate to a small set of leveraged or hedging assets based on momentum signals.
- Core signals come from RSI (momentum) checks across several tickers (eg TQQQ, TECL, SPY, QQQ, UVXY) with lookbacks like 10, 20, 60, or 100 days. If an RSI reading crosses a threshold (e.g., RSI below a low level or above a high level) the algorithm moves to a corresponding asset.
- The strategy also compares recent performance using moving averages and cumulative returns to rank candidates. A “Top 5 Leveraged Sorter” or a “Top”/“Bear/Bull” grouping selects the best two or one leveraged exposures, often with equal weight within the chosen group.
- The universe covers leveraged long bets (TQQQ, UPRO, TECL), hedges and inverses (SQQQ, UVXY, SQQQ, QID, SH, BIL, TLT), and traditional buffers (SPY, QQQ, GLD, AGG, BND, SH).
- Bear regimes tilt toward hedges and inverses to dampen drawdowns; Bull regimes tilt toward levered long bets to chase upside.
- Rebalancing is disabled in this description, meaning positions persist until new signals emerge.
- The noted 60d SPY RSI baseline is a market-wide momentum check; you can swap the baseline (the default mention says QQQ is an option) depending on comfort and backtest results.
Out-of-sample, regime-aware momentum with leverage aims for big upside. It targets ~43% annualized returns vs ~17% S&P, with Calmar ~0.92. Expect higher drawdowns (~47% vs ~19%). Best for risk-tolerant, alpha-seeking investors.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.49 | 1.06 | 0.09 | 0.3 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 669.43% | 15.2% | -1.77% | 0.2% | 0.93 | |
| 199,506,250,236.6% | 341.66% | 7.07% | 10.88% | 2.78 |
Initial Investment
$10,000.00
Final Value
$19,950,625,033,659.63Regulatory Fees
$5,006,841,795.50
Total Slippage
$5,929,220,771.04
Invest in this strategy
OOS Start Date
Jul 9, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Momentum-based, tactical allocation, leveraged etfs, market regime, risk hedging
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
FDN
First Trust Dow Jones Internet Index Fund ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks