zoop frontruns SOXL (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
A very aggressive market-timing strategy: it usually bets big on semiconductor stocks, switches to a fear trade when markets look overheated, and hides in T-bills when the broad market trend is weak.
This strategy makes one all-or-nothing bet each day.
When chip stocks or the overall market have been sold very hard recently, it buys SOXL, a very aggressive fund tied to semiconductor stocks.
If many parts of the market look too overheated, it switches to UVXY, which tends to jump when fear spikes.
If neither is true, it owns SOXL only if the S&P 500 is in a long-term uptrend; otherwise it parks in short-term Treasury bills (BIL).
Out-of-sample annualized return ~61% vs ~15% for the S&P, with outsized upside from semis and built-in hedges. Superior growth potential with risk controls, but expect substantial drawdowns (≈68%)—best for high risk tolerance.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.03 | 2.03 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 604.4% | 14.35% | -1.04% | -0.34% | 0.89 | |
| 213,560,707.85% | 172.18% | -51.71% | -43.26% | 1.63 |
Initial Investment
$10,000.00
Final Value
$21,356,080,785.25Regulatory Fees
$24,979,821.00
Total Slippage
$240,850,117.42
Invest in this strategy
OOS Start Date
Jul 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical trading, leveraged etfs, semiconductors, volatility trading, market timing, trend following, mean reversion
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 ETF
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
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks