Triple Crown
Today’s Change (Oct 3, 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 annualized return ~58% vs SPY ~19%, Calmar ~1.65. The strategy rides tech uptrends, captures oversold bounces, and hedges with volatility/bonds—delivering higher upside than the S&P, while acknowledging larger potential drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.03 | 1.79 | 0.19 | 0.43 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 78.22% | 13.73% | 0.84% | 3.6% | 0.84 | |
| 10,676.76% | 183.44% | 16.62% | 25.84% | 1.82 |
Initial Investment
$10,000.00
Final Value
$1,077,675.89Regulatory Fees
$747.40
Total Slippage
$6,142.13
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