zoop's leveraged Ob Os Staple my Bonds (IGLB)
Today’s Change (Mar 1, 2026)
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About
Daily, fade extremes in QQQ: when very hot, own VXX (benefits from stock pullbacks); when very cold, own TQQQ (3x Nasdaq) for a rebound; otherwise sit in a defensive pick (XLP or IGLB) with the lower RSI. High risk due to leverage/volatility products.
It watches QQQ (big tech‑heavy index) and uses a 10‑day RSI, a 0–100 “heat gauge” of recent moves (>70 hot/overbought, <30 cold/oversold).
- If RSI > 79: buy VXX (volatility fund that usually rises when stocks fall).
- If RSI <= 28: buy TQQQ (3x QQQ) to bet on a rebound.
- Otherwise: hold whichever is more beaten down (lower RSI) between XLP (consumer‑staples stocks) and IGLB (10‑yr investment‑grade corporate bonds). Checked daily.
Out-of-sample edge: Sharpe ~1.16, Calmar ~1.73, beta ~0.26, and ~12.5% annualized return. A hedged, diversified strategy that uses VXX and TQQQ to gain upside while keeping market exposure lower than the S&P.
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 | |
|---|---|---|---|---|---|
| 178.46% | 13.49% | -1.37% | 0.68% | 0.75 | |
| 3,673.87% | 56.63% | 3.72% | 5.12% | 1.67 |
Initial Investment
$10,000.00
Final Value
$377,387.49Regulatory Fees
$1,617.72
Total Slippage
$10,421.61
Invest in this strategy
OOS Start Date
May 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Rsi timing, leveraged etfs, volatility hedge, defensive rotation, daily rebalance
Tickers in this symphonyThis symphony trades 5 assets in total