zoop's Trend Follower
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that owns whichever U.S. stock fund has the strongest recent 10-day momentum, including aggressive 3x leveraged funds, and switches daily.
Each day, the strategy looks at 9 U.S. stock-market funds and asks: which one has been rising the strongest over the last 10 trading days?
It then puts 100% of the money into that single fund until the next daily check. Some choices are normal index funds, and some are 3x “turbocharged” versions, so gains and losses can both be amplified.
Out-of-sample, this strategy delivers ~47% annualized return vs ~24% for the S&P, with a similar risk profile (Sharpe ~1.31) and lower drawdowns (~11% vs ~13.8%), plus a Calmar ~4.22—offering stronger, disciplined momentum-driven growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.07 | 1.16 | 0.66 | 0.81 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 837.76% | 14.41% | -0.05% | 3.57% | 0.88 | |
| 3,646.85% | 24.36% | 2.31% | 7.23% | 1.02 |
Initial Investment
$10,000.00
Final Value
$374,685.22Regulatory Fees
$2,864.85
Total Slippage
$21,952.92
Invest in this strategy
OOS Start Date
Mar 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend following, momentum, relative strength, us equities, leveraged etfs, daily rotation
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
ILCV
iShares Morningstar Value ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TNA
Direxion Daily Small Cap Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks