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trend trader sample algo
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About

A daily trend strategy: ride tech (QQQ) when markets or QQQ trend up. If both weaken, switch to either PSQ (bets against QQQ) or SHY (short‑term Treasuries), choosing the one with stronger recent momentum.
NutHow it works
QQQ = Nasdaq‑100 (big tech). SPY = S&P 500. PSQ = inverse QQQ (rises when QQQ falls). SHY = 1–3y U.S. Treasuries. Daily rules: If SPY is above its 200‑day average → 100% QQQ. Else, if QQQ is above its 20‑day average → 100% QQQ. Else, pick PSQ or SHY using a 10‑day strength score, RSI (0–100; higher = more recent upward pressure).
CheckmarkValue prop
Trend-following, tech-focused strategy with hedges (PSQ/SHY) for diversification. OOS: 12.36% annualized return, Sharpe 0.66, Calmar 0.59, SPY beta -0.03. Delivers risk control and a hedge to broad-market moves vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.12
0.28
0.08
0.28
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
668.1%
11.12%
3.07%
6.63%
0.64
1,351.02%
14.84%
3.17%
7.2%
0.8
Initial Investment
$10,000.00
Final Value
$145,102.24
Regulatory Fees
$231.72
Total Slippage
$1,539.29
Invest in this strategy
OOS Start Date
Feb 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, tactical allocation, nasdaq 100 focus, inverse etf hedge, treasuries, daily rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type