SOXL Growth v2.4.5 RL
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules‑based swing strategy in 3x tech/semis/S&P/Treasury ETFs. In good times it piles into the fastest winners; in stress it flips to inverse ETFs. Very high risk with frequent trades and big swings.
It trades a small set of 3x funds daily. Bulls: SOXL=semiconductors, TQQQ=Nasdaq‑100, SPXL=S&P 500, TMF=long Treasuries. Inverses: SOXS/SQQQ/SPXS/TMV. It reads the market’s mood with simple rules: volatility (how bumpy), RSI (0–100 momentum), recent return, and drawdown (worst drop). Calm/uptrend: own the 2–3 best recent gainers. Turbulent/down: rotate into inverse ETFs or TMV/TMF. Equal‑weight; frequent switches; very high risk.
Regime-aware, rules-based 3x leveraged ETF strategy. In out-of-sample testing it shows stronger risk-adjusted upside vs SPY (Sharpe ~1.07, alpha ~0.90%), lower beta (~0.78), and disciplined hedging during drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.97 | 1.78 | 0.13 | 0.35 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 679.09% | 14.1% | 1.72% | 4.21% | 0.86 | |
| 77,480,215.14% | 139.05% | 3.14% | -31.81% | 1.45 |
Initial Investment
$10,000.00
Final Value
$7,748,031,513.93Regulatory Fees
$23,487,165.32
Total Slippage
$227,005,928.07
Invest in this strategy
OOS Start Date
Mar 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs,momentum,volatility targeting,trend following,tactical allocation,long/short,sector rotation,daily rebalance