zoop frontruns SOXL (Longer Backtest)
Today’s Change (Mar 18, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Aggressive, tactical system: usually long SOXL (3x semiconductors) in uptrends or after oversold dips; switches to UVXY (2x volatility) when markets look overbought; parks in BIL (T‑Bills) when the S&P 500 is below its 200‑day average. Very high risk.
Each day it picks one fund. If chip/tech or the S&P look washed out (10‑day RSI, a 0–100 heat score of recent selling/buying, is very low), it buys SOXL (3x bull on chipmakers) for a rebound. If many indexes/sectors look red‑hot (RSI very high), it flips to UVXY (2x VIX; spikes when stocks drop). If neither, trend: if SPY > 200‑day average, hold SOXL; else sit in BIL (T‑Bills). Very high risk.
Out-of-sample, this strategy targets outsized upside (~96% annualized vs SPY ~20%), with a Calmar around 2.56 for strong risk-adjusted returns. It dynamically switches among SOXL, UVXY and BIL to pursue growth while acknowledging higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.05 | 1.93 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 511.42% | 13.89% | -1.77% | 0.2% | 0.86 | |
| 174,743,917.61% | 180.9% | -14.61% | 24.43% | 1.7 |
Initial Investment
$10,000.00
Final Value
$17,474,401,761.25Regulatory 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
Momentum, mean reversion, trend following, leveraged etfs, volatility hedge, semiconductors, tactical allocation, daily rebalancing
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