V1a TQQQ or not - Replace UVXY w/ VXX
Today’s Change (Sep 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Aggressive, tech‑heavy strategy that flips between 3x Nasdaq (TQQQ), 3x semis (SOXL), volatility hedges (VXX/UVXY), and cash‑like T‑bills (BIL) using simple signals (overbought/oversold, trend, recent drops). Rebalanced daily. Very risky; big swings.
It rotates daily among: TQQQ (3x Nasdaq‑100), SOXL (3x semis), VXX/UVXY (volatility), or BIL (T‑bills). It checks RSI (0–100 score of recent gains vs losses: high=overheated, low=oversold), the 25‑day average price (trend), recent drops (drawdown), and volatility. Overheated? Hold VXX. Crashy week? Either UVXY or an oversold bounce via SOXL; else sit in BIL. Normal times: uptrend ⇒ TQQQ; rising risk ⇒ BIL.
Tech-heavy, daily-rotating strategy (TQQQ, SOXL, VXX/UVXY, BIL) designed for big upside with risk controls. Out-of-sample: ~62% annualized return, Calmar 1.41, Sharpe ~1.09—strong upside vs S&P; expect higher drawdowns (~44%) in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.22 | 1.18 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 211.59% | 14.05% | -0.5% | 2.26% | 0.79 | |
| 3,807,309.3% | 238.65% | -5.36% | 38.14% | 2.25 |
Initial Investment
$10,000.00
Final Value
$380,740,930.25Regulatory Fees
$699,479.55
Total Slippage
$6,721,621.04
Invest in this strategy
OOS Start Date
May 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged tech rotation, trend-following, mean reversion, volatility hedge, risk management, daily rebalance
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks