đźš‚ V2 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015
Today’s Change (Mar 17, 2026)
—
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 edge: ~36.4% annualized return vs SPY’s ~20.8%; drawdown ~14.5% vs ~18.8%; beta ~0.85; Calmar ~2.51; Sharpe ~1.27. Higher upside with notably lower market risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.42 | 0.76 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 348.48% | 13.14% | -1.77% | 0.2% | 0.8 | |
| 37,088.9% | 62.71% | 5.16% | 16.33% | 1.84 |
Initial Investment
$10,000.00
Final Value
$3,718,889.66Regulatory Fees
$7,708.39
Total Slippage
$44,725.88
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