Triple Crown
Today’s Change (Aug 18, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
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%.
Triple Crown rotates 3x tech, volatility, and bonds via trend/RSI. OOS annualized return ~71% vs S&P ~31%; Calmar ~2.0. Big upside with higher drawdowns (~35%) and volatility.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.04 | 1.77 | 0.18 | 0.43 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 78.47% | 14.21% | 3.95% | 4.88% | 0.86 | |
| 10,044.95% | 188.42% | 28.66% | 12.66% | 1.84 |
Initial Investment
$10,000.00
Final Value
$1,014,494.65Regulatory Fees
$730.97
Total Slippage
$6,142.66
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