🦴 Sandy's Golden Dragon Skeleton 🦴
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based, all-weather “Dragon” mix: growth, gold, commodity/macro trend, long-volatility hedges, and Treasuries. Tilts offense/defense with simple gauges (trend, momentum, RSI). Selective use of leveraged ETFs for conviction or hedging.
How it worksAim: act like a “dragon”—do fine in growth and protect in chaos. It splits money into 5 sleeves and shifts using simple gauges: trend (price vs 200‑day avg), momentum (recent winners), and RSI (a short‑term hot/cold meter). Shock‑absorber hedges switch on when stocks look jumpy; momentum owns the 2 strongest of stocks/long Treasuries/gold/US$/commodities/cash; a gold sleeve stays on; growth buys big‑tech on deep dips or balances broadly (can use some 3× stock funds in strong trends); bonds/rates rotate among long Treasuries, cash/US$, or inverse Treasuries as rates rise/fall. Key tickers: SPY=US stocks, QQQ=big tech, TLT/TMF/TMV=long/3× long/3× short Treasuries, GLD=gold, UUP=US$, UVXY=volatility.
Value propAll-weather, five-sleeve strategy delivering higher risk-adjusted gains and lower drawdowns than the S&P. Out-of-sample: Sharpe 1.68 vs 1.41; 27.5% vs 22.5%; max drawdown 11.54% vs 18.76%; Calmar 2.38; beta 0.69. More protection, more upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.23 | 0.37 | 0.23 | 0.48 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 358.1% | 13.4% | -0.15% | 0.4% | 0.81 | |
| 2,510.62% | 30.95% | 3.52% | 6.35% | 2.09 |
Initial Investment
$10,000.00
Final Value
$261,061.91Regulatory Fees
$644.33
Total Slippage
$3,820.53
Invest in this strategy
OOS Start Date
Apr 9, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical asset allocation, trend-following, risk parity, long volatility, treasuries, commodities, gold, usd hedge, leveraged etfs
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SH
ProShares Short S&P500
Stocks