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About
Aggressive, tech‑heavy, rules‑based trader: rides uptrends with 3x Nasdaq (TQQQ), buys big dips, and hides in T‑Bills, Treasuries, or volatility hedges when markets get hot or weak. A SPY 200‑day line sets bull vs bear regime. Rebalanced daily.
Tickers: TQQQ=3x Nasdaq‑100; TECL=3x tech; UPRO=3x S&P 500; SQQQ/PSQ=short Nasdaq; TMF/TLT/IEF=US Treasuries; BIL/SHV/BSV=T‑Bills/short bonds (cash‑like); VIXY=volatility; UGL=gold. Others appear occasionally.
Signals: 200‑day=long‑term trend; moving average=recent average; RSI=short‑term “hot/cold”; drawdown=max recent drop.
Playbook: Above the 200‑day, go on offense—own TQQQ when QQQ trends and isn’t overheated; if it spikes/overheats, step to T‑Bills or VIXY; if washed‑out, buy dips (TQQQ/TECL/UPRO). If trend weakens or bonds lead, move to cash/bonds. Below the 200‑day, favor hedges (SQQQ/SPXS), Treasuries, and sometimes gold. Checked daily.
Tech-heavy, leveraged trend strategy designed to beat SPY: oos annualized return ~60% vs ~20%, Calmar ~1.48, Sharpe near SPY. Daily rebalancing with a 200-day gate and hedges to ride rallies and trim drawdowns.
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Invest in this strategy
OOS Start Date
Jan 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, mean-reversion, leveraged etfs, volatility hedging, risk-on/off, market timing, multi-asset
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCO
ProShares UltraShort Bloomberg Crude Oil
Stocks
SH
ProShares Short S&P500
Stocks