zoop's Trend Follower
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily momentum rotation among major U.S. stock index ETFs. Uses a 10‑day RSI (a recent‑strength score) to own just one—often a 3x leveraged fund—at a time. Aims to ride short bursts of uptrends; expect high turnover and high risk.
Each day it checks 9 U.S. stock ETFs (SPY, QQQ, DIA, IWM, ILCV and their 3x versions: SPXL, TQQQ, UDOW, TNA). It scores each with a 10‑day RSI—a 0–100 “recent‑strength” gauge based on up vs down days. It buys the single highest‑scoring ETF (100% in one) and switches daily if the leader changes.
Out-of-sample edge: ~60% annualized return vs ~30% for the S&P; lower max drawdown (11% vs 13.7%); Calmar ~5.4 signals strong risk-adjusted gains in momentum-driven rallies, with clear upside in trending markets.
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 | |
|---|---|---|---|---|---|
| 707.4% | 13.92% | -1.77% | 0.2% | 0.85 | |
| 2,847.59% | 23.51% | -1.84% | 1.63% | 0.98 |
Initial Investment
$10,000.00
Final Value
$294,758.86Regulatory Fees
$3,208.28
Total Slippage
$19,626.57
Invest in this strategy
OOS Start Date
Mar 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Us equities, momentum, trend following, daily rotation, leveraged etfs, single-position
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 ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TNA
Direxion Daily Small Cap Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks