Triple Crown
Today’s Change (Jun 22, 2026)
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About
Rules-based rotation across TQQQ, SOXL, TECL, SQQQ, UVIX, and BSV using 200/20‑day trends and a 10‑day RSI. Rides tech uptrends, buys oversold bounces, or shifts to inverse/volatility/bonds when weak. Uses 80% risk-on in strong uptrends.
It rotates using trend plus a 10‑day “hot/cold” gauge (RSI, 0–100).
1) If TQQQ is above its 200‑day average, put 80% in TQQQ—unless it’s very hot (RSI>79), then switch that 80% to UVIX (volatility).
2) Else, if SOXL or TECL look washed‑out (RSI<31), buy that.
3) Else, if TQQQ is below its 20‑day average, pick the stronger of SQQQ (short tech) or BSV (bonds); otherwise hold TQQQ. Rebalance only when off by >5%.
Out-of-sample edge: ~111% annualized return vs ~38% for the S&P, Calmar ~4.9. Rules-based rotation across tech/leveraged ETFs captures upside in uptrends and hedges during drawdowns. Higher drawdowns but stronger long-run drift.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.08 | 1.68 | 0.17 | 0.42 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 72.49% | 13.85% | 1.36% | 13.5% | 0.83 | |
| 9,553.1% | 196.67% | 7.2% | 67.36% | 1.89 |
Initial Investment
$10,000.00
Final Value
$965,309.79Regulatory Fees
$755.39
Total Slippage
$5,839.54
Invest in this strategy
OOS Start Date
Apr 20, 2026
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs, tech/nasdaq focus, trend-following, mean-reversion, volatility hedging, tactical allocation, rsi, moving averages
Tickers in this symphonyThis symphony trades 6 assets in total