☢ V2.11.1a The Manhattan Project
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily-trading strategy that mostly bets on semiconductors and tech, switching between leveraged long, leveraged short, and volatility funds based on whether the market looks too hot, too cold, or too risky.
This strategy is an aggressive market-timer focused mostly on semiconductor and tech funds. It checks whether the market has risen or fallen too fast, then flips daily between: bullish semiconductor/tech funds, bearish semiconductor/tech funds, and volatility funds that usually jump during market fear.
It uses SPY (S&P 500), QQQ/TQQQ (Nasdaq), and SMH (semiconductor stocks) as its main signals. If stocks look overheated, it bets on a pullback. If they look beaten down, it often buys the dip—especially in semiconductors.
Out-of-sample annualized return ~24.9% vs S&P ~21.2%, driven by an aggressive tech/semiconductor tilt with adaptive hedges. Higher upside but much larger drawdowns (~67% vs ~19%), suited for bold investors who can tolerate deeper risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.24 | 0.2 | 0 | 0.05 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 175.39% | 15.83% | -0.05% | 3.57% | 0.84 | |
| 89,755,660.03% | 630.56% | -1.98% | 34.41% | 2.93 |
Initial Investment
$10,000.00
Final Value
$8,975,576,002.89Regulatory Fees
$68,135,334.33
Total Slippage
$656,485,666.05
Invest in this strategy
OOS Start Date
Nov 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, semiconductors, technology, leveraged etfs, volatility trading, mean reversion, momentum, regime switching
Tickers in this symphonyThis symphony trades 45 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks