zoop's QQQ FTLT
Today’s Change (Oct 12, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A tech‑tilted, rules‑based strategy: ride QQQ in uptrends, switch to a volatility hedge (VIXY) when markets look overheated, and in downtrends either buy deep dips or rotate to SPY, inverse QQQ (PSQ), or Treasuries (TLT) using short‑term “hot/cold” signals.
Daily: 1) Regime: if SPY > its 200‑day avg (uptrend), hold QQQ unless very “hot” (10‑day RSI: QQQ>79 or SPY>80); then hold VIXY. 2) If SPY ≤ 200‑day avg (downtrend): if QQQ RSI<31 buy QQQ; else if SPY RSI<30 buy SPY; else if QQQ<20‑day avg pick the stronger of PSQ or TLT by 10‑day RSI; else if PSQ RSI<31 buy PSQ; otherwise buy QQQ. RSI=0–100 heat gauge; moving avg=recent average. QQQ=Nasdaq‑100; SPY=S&P 500; VIXY=volatility; PSQ=‑1x QQQ; TLT=long Treasuries.
Out-of-sample return 33.6% vs SPY 28.3%, with Calmar ~2.75—strong risk-adjusted upside. A regime-based tech tilt with hedges (VIXY) targets higher long-term growth and protection in hot markets, though bigger drawdowns can occur.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.36 | 0.5 | 0.12 | 0.35 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 707.81% | 14.2% | 2.37% | 3.83% | 0.87 | |
| 63,282.43% | 50.69% | 4.99% | 3.98% | 1.82 |
Initial Investment
$10,000.00
Final Value
$6,338,243.01Regulatory Fees
$7,235.63
Total Slippage
$65,370.71
Invest in this strategy
OOS Start Date
Apr 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, regime filter, momentum, mean reversion, volatility hedge, us equities, treasuries