zoop's MA regime frontrunner (Sharpe + Return)
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk trading strategy that buys short-term dips in semiconductors, tech, or the S&P 500, moves to a volatility fund when markets look overheated, and otherwise waits in cash-like Treasury bills.
How it worksThis strategy first asks: is the overall U.S. stock market in a healthy trend? It uses SPY (a stand-in for the S&P 500) to decide that.
If the trend looks decent, it tries to buy sharp short-term dips in semiconductors, big tech, or the broad market using very aggressive funds: SOXL, TQQQ, or SPXL.
If the market instead looks overheated after a big run-up, it switches to UVXY, a fund that tends to rise when fear and volatility jump.
If neither setup looks attractive, it parks in BIL, a very short-term Treasury-bill fund that behaves like cash.
It runs two very similar versions of this playbook—one aiming for smoother results, one aiming for higher returns—and splits money evenly between them.
Value propOut-of-sample, it delivers far higher risk-adjusted returns vs SPY: Sharpe ~4 vs ~0.13, Calmar ~88, and ~499% annualized return (vs ~0.8%). A two-sleeve dip-buy/volatility hedge strategy with disciplined drawdown control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.07 | 0.31 | 0.01 | 0.11 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 604.4% | 14.35% | -1.04% | -0.34% | 0.89 | |
| 239,551,752.64% | 174.33% | 11.59% | 15.41% | 2.3 |
Initial Investment
$10,000.00
Final Value
$23,955,185,263.94Regulatory Fees
$29,596,935.28
Total Slippage
$285,705,494.72
Invest in this strategy
OOS Start Date
Oct 19, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged equity, semiconductors, technology, volatility hedge, mean reversion, trend filter, daily rebalance
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
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
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks