TESTPORT #135: Pot o' Scraps - TQQQ or not + Dash SQQQ | Top Cap by MA (Expanded) | V3.0.4.5 BB Cleanup (Anansi) | ( (515% AR - BT 2017-05-05)
Today’s Change (Mar 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, all‑in tactical strategy that rides 3x tech/semis or 3x S&P when trends are strong, flips to inverse 3x or T‑Bills when stress hits, and uses bond/commodity/dollar signals (plus brief RSI/volatility checks) to pick the single position each time.
How it worksIt first reads the market “weather” using simple checks: are stocks/bonds trending up or down (prices vs long averages), how big were recent moves, and how “hot/cold” things look (RSI = 0–100 heat gauge).
Then it puts all money in one pick: usually 3x tech/semis (TQQQ/SOXL) or 3x S&P (UPRO) when risk‑on; flips to inverse 3x (SQQQ/SPXU/SOXS) or cash‑like T‑Bills (BIL) when risk‑off; uses 3x long/short Treasuries (TMF/TMV) for falling/rising rates; can also choose oil/energy, the US dollar, or a single hot stock.
Value propAn adaptive, all-in rotation riding 3x tech/semis when trends confirm, with hedges in risk-off. Out-of-sample: ~23.3% annualized return vs ~18.9% for SPY; Calmar ~0.54, but max drawdown ~43.6%—higher upside, higher risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.59 | 1.02 | 0.08 | 0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 226.91% | 14.39% | 0.54% | -0.34% | 0.81 | |
| 68,672,029.12% | 359.78% | 15.16% | 26.61% | 2.54 |
Initial Investment
$10,000.00
Final Value
$6,867,212,911.80Regulatory Fees
$40,922,960.16
Total Slippage
$294,325,504.00
Invest in this strategy
OOS Start Date
Mar 19, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged etf rotation, regime switching (rates/risk), trend & mean‑reversion, volatility hedge
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CVNA
Carvana Co.
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks