V2 | Cautious Fund Surfing | 3x with V1.1 | Bear BUYDIPS, Bull HFEAR
Today’s Change (Mar 17, 2026)
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About
A daily backtested strategy that uses leveraged equity bets (UPRO/TQQQ) to ride big market moves, switching to a Safety Mix (UUP/GLD/XLP) when signals warn of risk. It mixes multiple lookbacks, RSI-style momentum checks, and drawdown rules to balance growth and protection.
A daily-rebalanced, rules-based system that tests many momentum and dip signals with several lookbacks (14/21/28 days and beyond) to decide where to put capital: either leveraged equity bets (UPRO/TQQQ) or a defensive Safety Mix (UUP, GLD, XLP). Signals come from momentum checks (RSI-like behavior), dip checks for Nasdaq/S&P 500, moving-average rules, and drawdown/volatility filters. When conditions are favorable, it tilts toward 3x long exposures; when not, it tilts toward safety assets to protect capital. The design includes risk controls like max drawdown, standard deviation of returns, and moving-average tests to constrain risk. The backtest covers 2010-05-26 to present with daily rebalancing.
Aim for bigger gains than the S&P: ~60% annualized out-of-sample returns, with a Safety Mix to limit risk. Captures strong trends via leverage, while risk controls guard you—though downturns may see larger drawdowns.
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Invest in this strategy
OOS Start Date
Feb 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Levered trend-following, risk-managed, multi-asset backtest
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks