Total Market Trend
Today’s Change (Aug 7, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules-based U.S. stock strategy that dials exposure between regular and 3× ETFs on SPY, QQQ, and DIA using multi-timeframe trend checks—aiming to press winners in uptrends and ease off when trends weaken.
It tracks three big U.S. stock indexes: S&P 500 (SPY), Nasdaq-100 (QQQ), and Dow 30 (DIA). For each, it checks if recent prices sit above longer-term averages across 4 time spans. Each “yes” uses the 3× fund (SPXL/TQQQ/UDOW); each “no” uses the normal ETF. That sleeve ends up at 1×, 1.5×, 2×, 2.5×, or 3×. Money is split evenly across the three indexes. Leverage magnifies gains/losses and resets daily.
Out-of-sample annualized return ~46.5% vs SPY ~23%, driven by multi-timeframe trend signals and 1–3x levered exposure to SPY/QQQ/DIA. Calmar ~1.24. Higher upside but with greater drawdown risk in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0 | 2.27 | 0.93 | 0.96 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 852.48% | 14.68% | 2.3% | 5% | 0.89 | |
| 7,955.3% | 30.57% | -0.59% | 9.75% | 0.87 |
Initial Investment
$10,000.00
Final Value
$805,529.64Regulatory Fees
$94.49
Total Slippage
$684.98
Invest in this strategy
OOS Start Date
May 11, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Trend following, multi-timeframe moving averages, u.s. equities, s&p 500, nasdaq-100, dow 30, leveraged etfs, tactical allocation
Tickers in this symphonyThis symphony trades 6 assets in total