Vixation (zoop's edit)
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily switcher that rotates between 3x Nasdaq (TQQQ), volatility (VXX), or T‑Bills (BIL) using “overheated” readings and volatility‑shock rules. Goal: ride tech in calm markets and bet on/avoid volatility when markets look stretched or jumpy.
Daily chooses one: TQQQ (3x Nasdaq tech), VXX (bets on a volatility spike), or BIL (T‑Bills). RSI = a 0–100 “heat gauge”; very high = “too hot.”
- If certain sector/broad ETFs (XLP/TQQQ/FAS/SPY; XLY mostly unused) look too hot, switch to VXX.
- If TQQQ fell >12% in 6 days: after a >5.5% rebound day, sit in BIL; else buy TQQQ.
- If SVXY (short‑vol) drops >7% in a day, move to BIL.
- Else stay in TQQQ.
Out-of-sample, this tactical switcher targets far higher upside (~54% annualized) than the S&P (~18%), with Calmar ~0.94. It hedges volatility via VXX and cash, offering strong upside but with larger drawdowns (~58%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.75 | 2.81 | 0.6 | 0.77 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 212.48% | 14.22% | 2.33% | 3.36% | 0.79 | |
| 298,679.65% | 154.37% | -0.28% | -5.44% | 1.69 |
Initial Investment
$10,000.00
Final Value
$29,877,964.81Regulatory Fees
$19,360.92
Total Slippage
$179,239.39
Invest in this strategy
OOS Start Date
Jan 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,volatility,leveraged etfs,quant rules
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