zoop's leveraged Ob Os Staple my Bonds (IGLB)
Today’s Change (Feb 8, 2026)
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About
Daily mean‑reversion using QQQ’s 10‑day RSI: very hot → VXX (volatility); very cold → TQQQ (3× tech); otherwise → the more oversold of staples (XLP) or 10‑yr corporate bonds (IGLB). Rebalanced daily; uses risky instruments.
Each day it checks a 10‑day RSI on QQQ (Nasdaq‑100; big tech). RSI is a quick “hot/cold” score: high = stretched up, low = beaten down. If RSI > 79 (very hot), it buys VXX, which tends to rise when stocks fall. If RSI ≤ 28 (very cold), it buys TQQQ (a 3× QQQ). Otherwise it buys whichever looks more beaten‑up between XLP (consumer‑staples stocks) and IGLB (10‑yr investment‑grade corporate bonds). Rebalanced daily. Note: TQQQ and VXX are very risky.
Low-beta, non-correlated strategy using QQQ RSI signals to diversify and reduce risk. OOS: ~12.5% annualized return, Sharpe 1.16, Calmar 1.73, max drawdown 7.2%, beta ~0.26. A hedge and ballast to SPY—not a standalone rally vehicle.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.4 | 0.6 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 180.34% | 13.69% | -0.17% | 3.34% | 0.76 | |
| 3,539.41% | 56.41% | 2.08% | 6.67% | 1.66 |
Initial Investment
$10,000.00
Final Value
$363,941.12Regulatory Fees
$1,572.40
Total Slippage
$10,123.17
Invest in this strategy
OOS Start Date
May 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Mean reversion,tactical allocation,leveraged etfs,volatility hedge,sector rotation,bonds
Tickers in this symphonyThis symphony trades 5 assets in total