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A symphony is an automated trading strategy — Learn more about symphonies here
About
Simple daily rules switch between 2× Nasdaq‑100 (QLD) and T‑bill cash (BIL): step aside when markets are overheated or trending down; participate in uptrends, rebounds, and deep dips. Aims to beat always‑leveraged buy‑and‑hold with smaller drawdowns.
Each day it picks between 2× Nasdaq‑100 (QLD) and a cash‑like T‑bill fund (BIL).
- If QQQ or SPY look “too hot” (RSI10>80; RSI is a 0–100 heat meter), move to BIL.
- Else if SPY is above its 200‑day average (long‑term uptrend), own QLD.
- If SPY is below 200‑day, own QLD only during short‑term rebounds (SPY>25‑day avg) or after a sharp selloff (QQQ RSI10<30). Otherwise hold BIL.
Unlock higher long-run growth with a regime-aware 2x Nasdaq-100 strategy that switches to cash when overheated or downtrending. Out-of-sample annualized return ~52% vs S&P 500 ~24%, with disciplined risk control for stronger compounding.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.27 | 1.34 | 0.53 | 0.73 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 532.45% | 10.35% | -0.15% | 0.4% | 0.6 | |
| 82,481.15% | 43.12% | 0.99% | -5.44% | 1.17 |
Initial Investment
$10,000.00
Final Value
$8,258,114.51Regulatory Fees
$8,374.62
Total Slippage
$52,791.59
Invest in this strategy
OOS Start Date
Jul 6, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, leveraged etfs, trend following, mean reversion, nasdaq-100, big tech tilt, risk on/off