TUSI Custom
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive market-timing strategy that watches a leveraged tech fund and then swings between bullish tech bets, bearish crash bets, and volatility trades.
This strategy uses TQQQ—a turbocharged fund tied to big U.S. tech stocks—as its “market alarm.”
If tech has fallen hard over the last 6 days, it makes a very aggressive bet: either on a rebound or on another drop, based on whether the last day bounced sharply.
If there was no recent crash, it mostly holds a mix of broad U.S. stocks, tech, chip stocks, and volatility/fear trades.
Out-of-sample: ~26% annualized return vs ~19% for the S&P, with solid risk-adjusted metrics (Calmar ~1.06, Sharpe ~1.11). Tech-led tactical strategy offering higher upside, but with larger drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.22 | 0.93 | 0.25 | 0.5 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 698.43% | 15.03% | -1.04% | -0.34% | 0.93 | |
| 10,712.89% | 37.1% | -3.38% | -0.43% | 1.2 |
Initial Investment
$10,000.00
Final Value
$1,081,288.53Regulatory Fees
$1,375.85
Total Slippage
$10,266.05
Invest in this strategy
OOS Start Date
Jun 18, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, inverse etfs, volatility trading, us equities, technology, semiconductors
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks