TQQQ FTLT using KMLM for confirmation before going full leverage
Today’s Change (Mar 18, 2026)
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About
Aggressive, tech‑led switcher: lever up to TQQQ when the market is in an uptrend and tech momentum beats a managed‑futures benchmark; hedge if overheated. In downtrends, buy extreme dips or rotate to Treasuries or short tech; cash when signals are weak.
1) Market regime: If SPY is above its 200‑day average (long‑term uptrend), use “uptrend” rules; else “downtrend.”
Uptrend: If short‑term “heat” is high (RSI: 0–100; high=overheated), hedge with UVXY (volatility). Otherwise, if Tech (XLK) beats KMLM (managed‑futures trend fund), go 100% TQQQ (3× Nasdaq‑100); else hold BIL (T‑Bills).
Downtrend: Buy extreme dips with TECL/UPRO (3× Tech/S&P) when RSI is very low. If not, when TQQQ is weak, choose TLT (long Treasuries) or SQQQ (−3× Nasdaq) by momentum and the same XLK vs KMLM check.
Out-of-sample results show materially higher risk-adjusted returns vs the S&P 500: Sharpe 1.31 vs 1.07, Calmar 2.62, and annualized return ~75.8% vs ~18.7%, with positive alpha. Drawdowns are larger, but upside and risk controls may reward patient investors.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.19 | 0.9 | 0.08 | 0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 92.2% | 13.43% | -1.77% | 0.2% | 0.83 | |
| 42,806.29% | 221.79% | 0.27% | 0.2% | 2.44 |
Initial Investment
$10,000.00
Final Value
$4,290,628.82Regulatory Fees
$6,983.29
Total Slippage
$46,167.21
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leverage, momentum (rsi), trend filter (200-day ma), tactical allocation, tech-heavy, risk-managed, cross-asset confirmation
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
SPXL
Direxion Daily S&P 500 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
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks