zoop frontruns QLD (Longer Backtest)
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive market-timing strategy: buy leveraged tech/market funds after sharp drops, buy volatility after extreme overheating, otherwise hold 2x Nasdaq in uptrends or T-bills in weaker markets.
This strategy is always all-in on one choice at a time.
1) If semiconductor, Nasdaq, or S&P 500 stocks have fallen very hard very fast, it buys a leveraged fund that bets on a rebound.
2) If many market areas look overheated, it buys UVXY, which tends to rise when fear spikes.
3) Otherwise, if the market is in a long-term uptrend, it buys a 2x Nasdaq fund.
4) If not, it sits in short-term Treasury bills.
Out-of-sample annualized return ~40% vs S&P 500 ~16.8%; Calmar ~2.26 signals strong risk-adjusted gains, despite higher drawdowns (~17.8%). Leveraged tech/semis approach targets bigger upside with volatility timing.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.81 | 1 | 0.11 | 0.33 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 604.4% | 14.35% | -1.04% | -0.34% | 0.89 | |
| 19,614,710.19% | 131% | -3.97% | 3.72% | 1.88 |
Initial Investment
$10,000.00
Final Value
$1,961,481,018.76Regulatory Fees
$2,041,675.81
Total Slippage
$19,664,994.13
Invest in this strategy
OOS Start Date
Jul 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged equities, mean reversion, trend following, volatility trading, us large-cap growth, semiconductors, tactical allocation
Tickers in this symphonyThis symphony trades 18 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
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks