V1b 15/15 BB + v4 Pops - K-1 Free
Today’s Change (Jan 19, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based, high-risk rotation among 3x tech/semis longs (TECL/SOXL), 3x inverses (SOXS/TECS), and T‑Bills (BIL). Uses hot/cold scores (RSI), big TQQQ pops/dips, VIX, and bond signals to decide when to ride trends, hedge, or sit in cash.
Goal: ride big uptrends in tech/semis, step aside or short when they get too hot, and hide in T‑Bills when risk is high.
It watches: 1) 'hot/cold' scores (RSI = recent gains vs losses), 2) big daily pops/drops in TQQQ, 3) VIX trend (volatility), 4) bonds vs stocks as a traffic light.
In calm/uptrends it buys 3x tech/semis (TECL, SOXL). If overheated or volatility spikes, it flips to inverse 3x (SOXS/TECS) or BIL; sometimes uses long/short long‑term bonds (TMF/TMV). Bond signals can force cash. Some entries are ~85% to reduce whipsaws.
Out-of-sample, this rules-based strategy beats the S&P 500 on risk-adjusted return and upside: annualized return ~95% vs ~20%, Sharpe ~1.29 vs ~1.25, Calmar ~1.89. Accept higher drawdown (~50% vs ~19%) for potentially bigger gains.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.12 | 1.42 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 530.44% | 14.32% | 2.19% | 5.01% | 0.88 | |
| 481,140,225.35% | 205.99% | -3.74% | -3.8% | 2.03 |
Initial Investment
$10,000.00
Final Value
$48,114,032,534.61Regulatory Fees
$183,583,324.23
Total Slippage
$1,320,560,283.07
Invest in this strategy
OOS Start Date
Aug 2, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend + mean reversion, volatility regimes, tech/semis focus, risk management, market timing
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks