zoop's Trend Follower
Today’s Change (Mar 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily momentum switcher: it buys the one U.S. stock‑market ETF with the strongest 10‑day gains (by RSI), puts 100% there, and rotates as leaders change. Includes 3x funds, so returns and risks can swing sharply.
Each day it checks a small set of U.S. stock ETFs (S&P 500, Nasdaq‑100, Dow, small‑caps, plus a value fund). It scores each using a 10‑day RSI—a 0–100 gauge of how strongly price has risen vs. fallen lately. It buys the single highest‑scoring ETF with 100% of the portfolio and rechecks daily. It can choose 3x versions, magnifying gains and losses.
Out-of-sample results show the momentum-rotation strategy delivering higher upside with better risk control: ~60% annualized return vs ~31% for S&P, drawdown ~11% vs ~13.7%, Calmar ~5.4 vs ~2.2.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.07 | 1.16 | 0.67 | 0.82 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 720.06% | 14.06% | 0.54% | -0.34% | 0.85 | |
| 2,874.97% | 23.63% | -0.94% | 1.83% | 0.99 |
Initial Investment
$10,000.00
Final Value
$297,497.35Regulatory Fees
$3,207.99
Total Slippage
$19,626.66
Invest in this strategy
OOS Start Date
Mar 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend following, tactical equity rotation, etfs, leveraged etfs, daily rebalance, u.s. stocks
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
ILCV
iShares Morningstar Value ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TNA
Direxion Daily Small Cap Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks