V2 TINA - replace BND with AGG LBT
Today’s Change (Aug 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules-based switch that uses QQQ’s trend and RSI to fade short-term spikes, buy deep dips with leveraged tech, or sit in safer choices (AGG, TLT, XLP) or a hedge (PSQ). It toggles between offense and defense based on simple market cues.
How it worksEach day it reads QQQ (Nasdaq‑100). If QQQ is above its 20‑day average, that’s an uptrend; otherwise a downtrend. RSI (0–100) gauges strength: >50 healthy, <30 oversold.
- Uptrend: fade big 10‑day spikes with PSQ (moves opposite QQQ); buy deep dips with TQQQ (3× QQQ); otherwise rotate into the stronger of AGG (broad bonds), XLP (consumer‑staples), or TLT (long Treasuries).
- Downtrend: buy oversold bounces with TECL (3× tech) or TQQQ after big drops; else pick AGG vs XLP if momentum is okay, or TLT vs PSQ if weak.
Value propOut-of-sample annualized return ~62% vs SPY ~23%; Calmar ~4.37 with max drawdown ~14% vs ~9% for SPY. Despite deeper drawdowns, it delivers far stronger risk-adjusted upside through tactical tech/defense rotation vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.33 | 0.78 | 0.16 | 0.39 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 773.26% | 14.31% | 2.3% | 5% | 0.87 | |
| 53,668.4% | 47.4% | 18.5% | 14.48% | 1.31 |
Initial Investment
$10,000.00
Final Value
$5,376,839.69Regulatory Fees
$18,421.68
Total Slippage
$158,751.94
Invest in this strategy
OOS Start Date
Jan 25, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,leveraged etfs,sector rotation,bonds,hedging
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type