v20111013 V1.1 | Love SOXL, SVXY Jedi | Trades Weekly | HTX, SwissCaesar#1776
Today’s Change (Mar 17, 2026)
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About
A weekly, two‑branch rotation strategy using leveraged tech ETFs (SOXL, TECL, UPRO) for growth and SVXY/volatility and macro assets for hedging. It blends momentum/RSI signals to decide which assets to hold and how to weight them, rebalancing every week to pursue tech strength while guarding against volatility spikes and macro risk.
- The plan runs every week and splits capital between two main groups: a tech-levered group called Love SOXL and a volatility-aware group called Weekly SVXY Jedi.
- Love SOXL looks for a tech rally using 3x leveraged tech ETFs (SOXL and TECL) and a bond-levered ETF (TMF) as part of its decision rules. It uses a momentum signal: if a market proxy’s momentum is stronger than a tech proxy’s momentum, it tends to favor the assets with the best recent performance (top by a moving-average return). If not, it shifts toward a different set of assets (bottom by momentum/RSI). In short, it’s a momentum-driven tilt toward tech strength, with a fallback to a different risk profile if momentum looks impaired.
- Weekly SVXY Jedi is the more defensive/growth-balanced wing. It uses volatility-related signals and a mix of stock and non-stock assets to keep a bull tilt but with hedges. It may move between assets like UPRO (3x S&P 500), TECL (3x tech), SVXY (volatility-hedging exposure), and other proxies (UUP for dollar strength, SHY for short-duration bonds, VIX-related proxies). The exact rules select the top performers by short-term return or bottom performers by volatility/RSI signals, aiming to capture upside while limiting drawdowns when volatility spikes.
- The strategy often segues between the two wings, rebalancing weekly, to maintain exposure to tech strength when signals favor risk-on and to protect/ diversify when signals hint at risk-off conditions.
- The framework includes currency and bond proxies (UUP, SHY, TMF, STIP) to diversify macro risk and provide hedges against currency moves and rate shifts.
- In practice, you’ll see allocations dance between SOXL/TECL/UPRO with occasional TMF exposure for leverage on bonds, while SVXY Jedi may tilt toward SVXY/UPRO/TECL with hedges in UUP or SHY depending on signals. Overall, the system seeks to ride short- to medium-term tech strength with leverage, while managing risk via volatility and macro assets.
Out-of-sample edge: Sharpe 1.71 vs 1.28; annualized return 74.9% vs 21.5%; Calmar 2.29; max drawdown 32.7% (higher risk). A weekly levered tech rotation with volatility hedges aims for superior risk-adjusted growth vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.27 | 1.35 | 0.44 | 0.66 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 617.19% | 14.67% | -1.77% | 0.2% | 0.9 | |
| 41,352.67% | 52.02% | -1.64% | -0.43% | 1.39 |
Initial Investment
$10,000.00
Final Value
$4,145,267.29Regulatory Fees
$5,717.04
Total Slippage
$34,908.94
Invest in this strategy
OOS Start Date
Dec 27, 2023
Trading Setting
Weekly
Type
Stocks
Category
Leverage tech rotation, volatility hedging, weekly rebalance, cross-asset
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
PST
ProShares Trust UltraShort Lehman 7-10 Year Treasury
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TBX
ProShares Short 7-10 Year Treasury
Stocks