zoop frontruns SOXL (Longer Backtest)
Today’s Change (Mar 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily switcher among SOXL (3× semis), UVXY (2× volatility), or BIL (T‑bills). Buys SOXL on deep dips or in uptrends; buys UVXY when markets look overheated; otherwise sits in cash-like T‑bills. High risk due to leveraged funds.
Each day it picks one fund.
- If semiconductors (SMH) or big indexes (QQQ/SPY) were hit hard (10‑day RSI low: <23 or <28), buy SOXL (3× semis).
- Else if many areas look overheated (RSI ≈80), buy UVXY (2× volatility) to catch a pullback.
- Else if SPY is above its 200‑day average, buy SOXL; otherwise hold BIL (T‑bills). RSI is a 0–100 “stretched move” gauge: low=washed out, high=overheated.
Out-of-sample edge: Sharpe 1.19, Calmar 2.56, 96% annualized. A daily 3-way switch among SOXL, UVXY, and BIL targets dips, spikes, and uptrends—seeking higher risk-adjusted gains than the S&P 500 with built-in cash protection.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.05 | 1.92 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 521.01% | 14.06% | 0.54% | -0.34% | 0.87 | |
| 174,266,909.38% | 181.51% | -20.31% | -3.91% | 1.71 |
Initial Investment
$10,000.00
Final Value
$17,426,700,937.51Regulatory Fees
$15,934,425.48
Total Slippage
$114,607,084.75
Invest in this strategy
OOS Start Date
Jul 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi mean-reversion, trend filter, leveraged etfs, semiconductors, volatility hedge, daily rebalance
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks