v2.1.1 Double Pop Bots l Oct 28th 2011
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily tactical system that rotates among 3x equity ETFs (SPXL/TQQQ/SOXL), 3x long Treasuries (TMF), a volatility hedge (UVXY), or T‑bills (BIL) using simple momentum/overbought‑oversold checks and a bonds‑vs‑stocks leadership test.
Each day it splits money across 3 mini‑bots: S&P 500 (SPXL), Nasdaq‑100 (TQQQ), and Semiconductors (SOXL). If a sleeve is very hot, it briefly hedges with UVXY; if very cold, it buys the 3x ETF. Otherwise, it only takes risk when conditions align: if bonds beat stocks short‑term, it buys either long Treasuries (TMF) when momentum is very strong, or the 3x equity ETF; if not, it parks in T‑bills (BIL).
Out-of-sample, this strategy targets far higher upside than the S&P: ~62% annualized return vs ~20%, Sharpe ~1.41 vs ~1.31, Calmar ~1.77. Bond-led rotations and selective volatility hedges strengthen risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.51 | 1.21 | 0.29 | 0.54 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 780.46% | 15.69% | -0.5% | 2.26% | 0.96 | |
| 1,239,584.93% | 88.05% | 0.3% | 23.54% | 1.87 |
Initial Investment
$10,000.00
Final Value
$123,968,493.32Regulatory Fees
$137,802.12
Total Slippage
$1,291,188.47
Invest in this strategy
OOS Start Date
Dec 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Momentum rotation, trend + mean reversion, leveraged etfs, bonds vs stocks switch, volatility hedge, 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
SPXL
Direxion Daily S&P 500 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