TUSI Custom
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive, tactical ETF mix that toggles between volatility funds and tech-heavy stock funds. It uses big short‑term moves in a 3x Nasdaq ETF (TQQQ) to switch: fade sharp rebounds after big drops or buy the dip otherwise. Very high risk.
It splits the portfolio into two parts.
60% “volatility sleeve”: SVXY (rises when market fear falls), VIXM (rises when fear jumps), and SPXS (rises when the S&P 500 drops).
40% “beta sleeve”: rotates among SPY/QQQ/tech/semis and 3x bull/bear versions.
Signal: watch TQQQ (a 3x Nasdaq fund). If it fell >11% in 6 days, flip to crisis mode: a huge 1‑day rebound (>5.5%) = go short/defensive; no big rebound = buy the dip with 3x longs and short‑vol. Otherwise, stay in a base mix.
Out-of-sample annualized return ~29.6% vs ~20.8% for the S&P. Calmar ~1.21 indicates solid risk-adjusted upside; drawdowns can be larger (~24.5%), but the long-run growth potential justifies the higher risk for growth-minded investors.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.23 | 0.93 | 0.25 | 0.5 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 695.31% | 15.22% | 2.33% | 3.36% | 0.94 | |
| 10,878.31% | 37.86% | 6.77% | 14.41% | 1.21 |
Initial Investment
$10,000.00
Final Value
$1,097,831.23Regulatory Fees
$1,280.22
Total Slippage
$9,849.76
Invest in this strategy
OOS Start Date
Jun 18, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged etfs, volatility (vix) etfs, tactical market timing, tech/nasdaq tilt, mean reversion
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