zoop just runs this and enjoys his 20s man
Today’s Change (Jun 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules switch between TQQQ (3× Nasdaq‑100) and SH (inverse S&P 500) using a 200‑day trend filter plus RSI: ride uptrends, hedge when overheated, and buy dips when very oversold. Other ETFs inform the signals; only TQQQ or SH are held.
How it worksEach day it blends two similar rule sets that choose between TQQQ (a 3× version of the tech‑heavy Nasdaq‑100) and SH (rises when the S&P 500 falls). It first checks the long‑term trend (price vs 200‑day average). In uptrends it holds TQQQ unless gains look overheated by RSI—a 0–100 gauge of how stretched recent moves are—then it flips to SH. In downtrends it buys dips when RSI is very low; otherwise it parks in SH. QQQ, SPY, UPRO, SPXL, SQQQ guide signals only.
Value propOut-of-sample: ~15.6% annualized return, +0.61 Sharpe, vs SPY’s -3.5% and -0.13. Drawdown ~20% vs SPY ~4.5%. Calmar ~0.78. A trend/momentum TQQQ/SH strategy aims for higher risk-adjusted upside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.42 | 2.09 | 0.47 | 0.68 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 718.19% | 14.49% | 0.09% | 13.88% | 0.88 | |
| 1,152,618.64% | 82.58% | 6.02% | 64.1% | 1.42 |
Initial Investment
$10,000.00
Final Value
$115,271,864.48Regulatory Fees
$66,457.88
Total Slippage
$623,244.36
Invest in this strategy
OOS Start Date
May 23, 2026
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum + mean reversion, leveraged etfs, inverse hedging, rsi, moving averages, tactical allocation, daily rebalance, tech-heavy exposure
Tickers in this symphonyThis symphony trades 7 assets in total