zoop frontruns QLD (Longer Backtest)
Today’s Change (Mar 18, 2026)
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About
A daily, one-ETF-at-a-time, tactical strategy: buy 3x equity funds after sharp dips, switch to UVXY when markets look overheated, otherwise ride the uptrend with 2x Nasdaq (QLD) or sit in T‑bills if the market is weak.
Each day it checks simple “hot/cold” readings of recent price moves (RSI) and a long-term trend line.
- Very cold (big short-term drop) in semis/Nasdaq/S&P → buy 3x bull funds (SOXL, TQQQ, or UPRO).
- Very hot across many market groups → buy UVXY, which tends to jump when stocks suddenly fall.
- Otherwise: if the S&P 500 is in an uptrend → hold QLD (2x Nasdaq-100); if not → hold BIL (T‑bills).
Out-of-sample, this strategy underperforms the S&P 500 on returns and risk-adjusted metrics, with larger drawdowns. It's a tactical overlay designed to diversify risk and hedge volatility, complementing core equity exposure rather than replacing it.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.84 | 0.98 | 0.1 | 0.32 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 511.42% | 13.89% | -1.77% | 0.2% | 0.86 | |
| 15,149,904.18% | 135.64% | 0.12% | 10.34% | 1.92 |
Initial Investment
$10,000.00
Final Value
$1,515,000,417.85Regulatory Fees
$1,681,777.80
Total Slippage
$12,080,426.55
Invest in this strategy
OOS Start Date
Jul 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, mean reversion, trend following, volatility hedge, tech/semiconductors, tactical allocation, daily rebalance
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