TQQQ FTLT OVERFIT (255.2% RR/46.4% Max DD)
Today’s Change (Oct 22, 2026)
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About
An aggressive market-timing strategy that mostly chases leveraged tech in good times, but flips into volatility, inverse Nasdaq, or bonds when markets look weak, overheated, or fearful.
This strategy first asks: is the U.S. stock market generally healthy or weak? It uses SPY (the S&P 500 fund) compared with its 200-day average to decide.
In strong markets, it usually bets heavily on TQQQ, a fund that magnifies moves in the Nasdaq, with a small extra bet on semiconductor stocks through SOXL. But if the market looks too overheated, it switches to UVXY, a fund that tends to jump when fear and volatility surge.
In weak markets, it becomes more defensive or more tactical. It may buy oversold tech or market funds for a bounce, switch into SQQQ to bet against the Nasdaq, hold UVXY during fear spikes, or hide in bonds (BSV, TMF) or dividend stocks (SCHD).
In plain English: it is an aggressive market-timing system that tries to ride strong tech rallies, dodge crashes, and sometimes profit from panic.
Out-of-sample edge: ~71% annualized return vs SPY ~19.7%, Sharpe ~1.19, Calmar ~1.40. A regime-switching system that rides tech rallies, hedges volatility, and rotates into bonds/dividends to cushion drawdowns—higher upside with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.07 | 1.59 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 695.2% | 14.9% | -0.05% | 3.57% | 0.92 | |
| 1,344,260,455.36% | 200.27% | -8.93% | -0.66% | 1.97 |
Initial Investment
$10,000.00
Final Value
$134,426,055,536.12Regulatory Fees
$107,844,037.98
Total Slippage
$937,707,980.65
Invest in this strategy
OOS Start Date
Feb 7, 2023
Trading Setting
Threshold 25%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, momentum, mean reversion, volatility trading, tech-heavy, regime switching
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks