Vixation (zoop's edit)
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive market-timing strategy that usually bets hard on leveraged tech, but switches to a fear trade or cash-like Treasuries when markets look overheated or unstable.
This strategy usually goes all-in on TQQQ, a very aggressive fund tied to big tech and growth stocks.
But if several market warning signs show the market is overheated or fear is rising, it switches to VXX, which tends to rise when stock-market panic jumps.
If volatility suddenly spikes, it moves to BIL, a cash-like Treasury fund, until conditions calm down.
Explosive upside: ~54% annualized vs ~17% for the S&P, with solid risk-adjusted metrics (~Calmar 0.93). But expect higher risk: drawdowns ~58% vs ~19% for SPY and greater volatility.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.74 | 2.81 | 0.59 | 0.77 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 216.26% | 14.08% | -0.05% | 3.57% | 0.79 | |
| 315,840.84% | 151.48% | -4.61% | 5.47% | 1.68 |
Initial Investment
$10,000.00
Final Value
$31,594,084.45Regulatory Fees
$20,816.98
Total Slippage
$191,734.45
Invest in this strategy
OOS Start Date
Jan 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged equity, volatility trading, risk-on/risk-off, mean reversion
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR ETF
Stocks