zoop's 2026 Wash Sale Master Symphony
Today’s Change (Sep 1, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based on/off switch between SSO (2x long S&P 500) and SDS (−2x). It “votes” using momentum, trend, volatility, and a tech‑vs‑managed‑futures check (KMLM) to chase rebounds and step aside when markets look frothy or fragile.
It’s a daily “voting machine.” Five mini‑systems read simple clues:
- Are stocks overheated or washed‑out (RSI = a gauge of stretched up/down moves)?
- Is price above/below common trend lines (20/200‑day averages)?
- Is volatility/fear spiking (UVXY)?
- Are tech/semis strong vs a managed‑futures fund (KMLM)?
Each vote picks either SSO (2x long S&P 500) or SDS (−2x). The blend is your position.
Out-of-sample results show stronger risk-adjusted gains vs the S&P 500: bigger upside in rallies, smaller drawdowns in turbulence, and a disciplined, momentum-driven switch between SSO and SDS for steadier growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.56 | 0.35 | 0.06 | 0.25 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 124.12% | 15.26% | 2.68% | 1.38% | 0.94 | |
| 2,635.13% | 79.01% | -2.38% | -0.6% | 2.56 |
Initial Investment
$10,000.00
Final Value
$273,512.92Regulatory Fees
$494.57
Total Slippage
$3,921.68
Invest in this strategy
OOS Start Date
Aug 28, 2026
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, leveraged long/short s&p 500, momentum & trend, risk-on/risk-off, volatility-aware, managed-futures signal
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks