V4 BWC: QQQ BlackSwanCatcher (2024 Edition)
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A tactical “black swan catcher” that rides the Nasdaq with TQQQ in calm uptrends, rotates into defensive mixes when stress rises, and in rare extremes flips to UVIX to try to profit from volatility spikes. Uses simple heat, trend, and drawdown checks.
It reads simple “heat” and trend gauges on tech (QQQ) and bonds.
- Extreme cases: if tech looks overheated (RSI = hot/cold meter), it buys UVIX (tends to jump when stocks tumble). If tech just fell ~12% in 6 days, it either buys UVIX after a big 1‑day bounce, buys TQQQ+SOXL if oversold, or moves to a top‑5 defensive mix (healthcare, utilities, staples, gold, US dollar, anti‑beta).
- Normal: if price is above its 25‑day trend line, it holds TQQQ. Otherwise it compares stock vs bond strength and chooses TQQQ or a safety mix. Drawdown checks (recent peak‑to‑trough falls) push it to safety when stress rises. Uses leveraged ETFs; expect big swings.
An active Nasdaq-tilt strategy with crash hedges: ride tech uptrends with TQQQ, switch to defensives in stress, and use UVIX for volatility spikes. It diversifies SPY exposure and adds potential protection and upside in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.62 | 1.46 | 0.25 | 0.5 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 54.12% | 11.59% | -1.77% | 0.2% | 0.71 | |
| 1,362.61% | 97.42% | -2.44% | -3.69% | 1.59 |
Initial Investment
$10,000.00
Final Value
$146,261.04Regulatory Fees
$548.77
Total Slippage
$3,299.21
Invest in this strategy
OOS Start Date
Dec 30, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical-allocation,risk-on/risk-off,trend+mean-reversion,volatility-hedge,leveraged-etfs,nasdaq-tilt,defensive-rotation
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 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