$ OG Pop Bots 2.1 + Adaptive CURE l BrianE l Oct 28th 2011 | okhi2u less BIL mod
Today’s Change (Mar 5, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A one‑at‑a‑time strategy: trade volatility after overheated markets, buy 3x equity ETFs on sharp sell‑offs, and otherwise rotate between healthcare, long Treasuries, the US dollar, and commodities based on 6‑month trends, with more weight on the steadier pick.
How it worksIt first looks for short‑term extremes.
- If tech/S&P look very “hot” (RSI>80, a heat gauge), it buys UVXY (volatility) expecting a pullback.
- If those areas look deeply “sold” (RSI<30), it buys a 3x rebound play: TQQQ (Nasdaq‑100), SOXL (semis), or SPXL (S&P 500).
- Otherwise, it follows 6‑month trends across stocks (SPY), commodities (DBC), bonds (TLT), and the US dollar (UUP) and holds two of: CURE (3x healthcare), TMF (3x long Treasuries), USDU (US dollar), PDBC (commodities), weighted toward the steadier one.
Value propAn adaptive, volatility-aware strategy blending contrarian 3x rebounds with macro trend sleeves to diversify SPY. Out-of-sample: ~15.8%/yr return, Sharpe ~0.60, max drawdown ~34.5%, Calmar ~0.46—a different driver for portfolio resilience.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.52 | 0.83 | 0.12 | 0.35 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 299.57% | 13.15% | 0.54% | -0.34% | 0.79 | |
| 49,146.19% | 73.85% | 8.78% | 13.85% | 1.51 |
Initial Investment
$10,000.00
Final Value
$4,924,618.87Regulatory Fees
$18,085.65
Total Slippage
$116,461.96
Invest in this strategy
OOS Start Date
Nov 22, 2022
Trading Setting
Threshold 12%
Type
Stocks
Category
Leveraged etfs, mean reversion, trend following, volatility spikes, cross-asset rotation, inverse-vol weighting
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
Stocks