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Today’s Change (Feb 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules-based swing/trend strategy that rotates among 3x Nasdaq (TQQQ), 3x inverse (SQQQ), volatility (VXX), or T‑Bills (BIL) using “hot/cold” readings (RSI), long‑term trend (200‑day), and bond vs short‑S&P strength, blended with inverse‑vol sizing.
RSI=short‑term hot/cold score (0–100). 200‑day avg=trend line.
Daily: If markets look too hot (RSI>~80) hold VXX. If washed out (RSI<30) buy 3x bounce plays (SOXL/TECL/UPRO). Else: if SPY>200‑day hold TQQQ; if not, use SQQQ+cash, guided by bond vs short‑S&P strength. If QQQ fell >12% in 60d hold BIL. Blended across sleeves and sized by inverse vol.
Legend: SPY=S&P500, QQQ=Nasdaq‑100, TQQQ=3x long, SQQQ=3x short, VXX=volatility, BIL=T‑Bills.
Negative-beta diversification with disciplined risk controls and strong downside protection (Calmar ~3). A rules-based mix of Nasdaq plays, VXX hedges, and cash ballast to deliver steadier risk-adjusted performance vs. the S&P in mixed markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.11 | -0.47 | 0.09 | -0.3 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 0.57% | 2.95% | 1.75% | — | 0.32 | |
| 1.43% | 7.58% | -0.14% | — | 0.51 |
Initial Investment
$10,000.00
Final Value
$10,143.06Regulatory Fees
$1.54
Total Slippage
$6.53
Invest in this strategy
OOS Start Date
Dec 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend + mean reversion, inverse-vol weighting, leveraged/inverse etfs, daily rebalance, risk-managed
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks