V4 BWC: QQQ BlackSwanCatcher (2024 Edition)
Today’s Change (Jan 19, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based strategy that rides Nasdaq strength with TQQQ, shifts to defensive mixes when stress appears, and uses UVIX to bet on volatility spikes in extremes. It relies on simple “too hot/too cold,” trend, and bond-vs-stock checks.
Goal: ride big Nasdaq uptrends, dodge crashes, and sometimes profit from “fear.” It mainly holds TQQQ (3x Nasdaq).
- If Nasdaq looks red‑hot (RSI = “too hot” meter) → buy UVIX (fear fund).
- If a sudden plunge: on a big bounce it buys UVIX; otherwise it buys oversold tech (TQQQ + SOXL) or rotates into defensives (healthcare, utilities, staples), gold (GLD), US dollar (USDU), and a low‑vol fund (BTAL).
- In normal times: if trend is up (price > 25‑day avg) → TQQQ. If not, simple stock‑vs‑bond and bond‑curve checks pick TQQQ or a defensive mix (sometimes the most beaten‑down “safe” assets).
Rides Nasdaq upside with TQQQ/SOXL, then shifts to defensives & volatility hedges to protect amid stress. Out-of-sample ~20% annualized return with solid risk-adjusted metrics, offering diversified growth beyond the S&P 500, across regimes.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.66 | 1.42 | 0.24 | 0.49 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 58.91% | 13.02% | 2.19% | 5.01% | 0.78 | |
| 1,492.82% | 107.76% | 6.11% | 7.63% | 1.68 |
Initial Investment
$10,000.00
Final Value
$159,281.87Regulatory Fees
$504.09
Total Slippage
$3,018.18
Invest in this strategy
OOS Start Date
Dec 30, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend/momentum, volatility hedge, risk-on/risk-off, leveraged etfs, sector rotation, bonds/currencies, mean reversion
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GOVT
iShares U.S. Treasury Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks