🧪 BlackSwan Portfolio | Cashen Mod
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive strategy that buys leveraged U.S. stock funds when conditions look healthy, flips bearish after unusually big tech up-days, and hides in Treasury bills when the bond market warning signal turns negative.
How it worksEach day, the strategy first checks SHY, a short-term U.S. government bond fund. If SHY has been doing okay over the last week, the strategy takes stock-market risk.
Normally it buys two aggressive funds: TQQQ (a turbocharged bet on big tech stocks) and UPRO (a turbocharged bet on the S&P 500). But if QQQ, a big-tech market fund, just jumped more than 3% in one day, it instead buys SQQQ, which bets that big tech will fall.
If SHY looks weak, the strategy avoids stocks and moves into BIL, a cash-like Treasury bill fund.
Value propOut-of-sample upside: ~49% annualized vs SPY ~20%. Leveraged tech/broad exposure with regime-based risk-off into cash, offering strong growth with built-in risk controls. Note: drawdowns can exceed the S&P in volatile periods.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.23 | 1.83 | 0.48 | 0.69 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 852.68% | 14.45% | -1.04% | -0.34% | 0.88 | |
| 84,830.78% | 49.75% | -15.21% | -19.64% | 1.12 |
Initial Investment
$10,000.00
Final Value
$8,493,078.47Regulatory Fees
$30,390.77
Total Slippage
$259,519.88
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged equities, risk-on/risk-off, trend filter, mean reversion, treasury bills
Tickers in this symphonyThis symphony trades 6 assets in total