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(SPXL) Dynamic Momentum and Mean-Reversion Strategy (AI)
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About

Daily, equal-weight sleeves choose between 3x tech (TQQQ), 3x S&P 500 (SPXL), 3x long Treasuries (TMF), or cash-like T‑Bills (BIL) using trend, recent returns, and oversold signals. Aims to ride strong moves and hide in cash when conditions look weak.
NutHow it works
Your money is split into 3 equal slices: 3x tech (TQQQ), 3x U.S. stocks (SPXL), and 3x long U.S. Treasuries (TMF). For each slice, it buys the 3x fund when the price trend is up or the asset looks very “sold off.” Otherwise it parks that slice in T‑Bills (BIL). Rechecked daily. 3x funds move about ~3× as much as their indexes, so swings can be large.
CheckmarkValue prop
Dynamic, rule-based sleeve strategy across 3x tech, 3x stocks, and 3x bonds with cash ballast. Out-of-sample results lag SPY and show larger drawdowns; best as diversification, not core replacement.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.17
0.53
0.19
0.43
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
625.6%
14.17%
0.19%
3.76%
0.86
Initial Investment
$10,000.00
Final Value
$287,368.33
Regulatory Fees
$800.86
Total Slippage
$4,701.04
Invest in this strategy
OOS Start Date
Jun 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, momentum, risk-on/risk-off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type