đźš‚ V2 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015
Today’s Change (Apr 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily-rotating, rules-based mix of USD, semiconductors (long/short, sometimes 3x), gold, commodities, cash, and two stocks (COST, UNH). It uses simple “hot/cold” and trend checks to flip between offense and defense.
How it worksIt splits money into 3 buckets and flips them with simple checks:
1) Dollar trend (45%): If USD is rising (via a moving‑average test), own a USD fund (UUP/USDU). If not, rotate into the 2 most volatile of SOXL (semis 3x), DBC (commodities), BIL (T‑bills).
2) Risk switch (45%): Use bonds‑vs‑cash strength and how hot/cold the S&P looks to pick UGL (2x gold), semis (SOXL/SMH or SOXS), or a defensive basket (UGL/SH/PSQ).
3) Satellite (10%): Hold COST and UNH unless they look overbought; otherwise sit in BIL. A crash kill‑switch moves them to BIL if the S&P plunges fast. Rebalances daily.
Value propOut-of-sample shows ~36.4% annualized return vs SPY ~20.8%, with lower max drawdown (14.5% vs 18.8%) and Calmar ~2.51. A diversified, rules-based rotation offers stronger risk-adjusted upside and better long-term resilience than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.42 | 0.77 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 339.68% | 12.9% | -4.19% | -3.74% | 0.79 | |
| 38,347.15% | 62.84% | 5.32% | 20.8% | 1.84 |
Initial Investment
$10,000.00
Final Value
$3,844,715.32Regulatory Fees
$8,139.80
Total Slippage
$47,493.01
Invest in this strategy
OOS Start Date
Nov 22, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, multi-asset, trend + mean reversion, risk-on/off, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks