zoop's Frontrunner
Today’s Change (Oct 2, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Buys 3× ETFs on sharp dips (semis→SOXL, then Nasdaq→TQQQ, then S&P→SPXL), flips to VXX when markets look overheated, otherwise holds SPY. Signals use a 10‑day RSI to spot “washed‑out” or “too‑hot” conditions. Rebalanced daily.
Each day it checks a 10‑day RSI (0–100 gauge of recent move: low=washed‑out, high=stretched) on major market funds. If semiconductors (SMH) are very weak (<23) it buys SOXL (3× chips). Else if Nasdaq (QQQ) <28 it buys TQQQ (3× Nasdaq). Else if S&P 500 (SPY) <28 it buys SPXL (3× S&P). If any broad market gauge is very hot (>79), it buys VXX (rises when volatility jumps). Otherwise it holds SPY.
Out-of-sample risk-adjusted edge: Calmar ~2.52 and Sharpe ~0.65, with drawdowns ~2.47%—roughly SPY in risk but enhanced by disciplined 3x dip-buys and a built-in VXX hedge for resilience when markets heat up.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.49 | 1.1 | 0.31 | 0.56 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 212.53% | 14.02% | 0.54% | 2.7% | 0.79 | |
| 16,459.13% | 80.13% | 0.54% | 12.18% | 1.73 |
Initial Investment
$10,000.00
Final Value
$1,655,912.79Regulatory Fees
$1,972.62
Total Slippage
$16,644.92
Invest in this strategy
OOS Start Date
Sep 1, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical mean-reversion, leveraged equity etfs, volatility hedge (vxx), daily signals, u.s. large-cap/tech tilt
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
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
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR ETF
Stocks