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V3 Beat the Market | Add Two Sorts
Today’s Change

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About

Trend + momentum with leveraged ETFs: in uptrends, hold the 2 strongest funds; in downtrends, either play an oversold bounce, choose the least‑volatile fund, or park in T‑bills plus a bearish QQQ fund. Higher return, higher drawdown.
NutHow it works
Checks trend with SPY’s 50‑ vs 200‑day average (uptrend if 50>200). Uptrend: buy the 2 strongest by 10‑day RSI (0‑100 gauge of recent buying). Downtrend: if QQQ’s RSI<30 (oversold), buy TQQQ for a bounce; else if SPY>30‑day avg, hold the calmest of QQQ/QLD/TQQQ/SPXL/UPRO; else split across SHY, BIL, and SQQQ. Uses ETFs: QQQ (Nasdaq‑100), QLD/TQQQ (2x/3x QQQ), SPXL/UPRO (3x S&P 500), SQQQ (‑3x QQQ), SHY/BIL (T‑bills). Rebalances daily.
CheckmarkValue prop
Out-of-sample this strategy shows high upside with robust risk controls vs SPY: ~111% annualized return vs ~40%, Sharpe ~3.13, Calmar ~17.8, plus trend/momentum rules and defensive hedges to limit drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.17
1.79
0.59
0.77
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
686.67%
14.08%
3.07%
6.63%
0.85
24,992.93%
42.32%
5.95%
13.97%
1.08
Initial Investment
$10,000.00
Final Value
$2,509,292.80
Regulatory Fees
$7,496.29
Total Slippage
$47,990.22
Invest in this strategy
OOS Start Date
Jun 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, leveraged etfs, volatility filter, tactical allocation, market timing, equities
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type