123 CFM Test
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A simple market-timing strategy: own 10 selected stocks when the S&P 500 trend looks strong, and move to short-term Treasury bills when the market trend looks weak.
Each day, the strategy asks one big question: is the overall U.S. stock market healthy?
It checks this using SPY, a fund that tracks the S&P 500. If SPY is above its 200-day average price, the strategy buys a basket of 10 stocks. Calmer stocks get bigger positions, bumpier stocks get smaller ones, based on their last 50 days of price movement.
If the market looks weak instead, it moves everything into BIL, a very short-term U.S. Treasury bill fund that acts like a cash parking spot.
Trend-following strategy: buy 10 stocks in up markets, park in cash on down days. Out-of-sample: ~18.5% annualized vs SPY ~19.3%; lower drawdown (8.10% vs 8.58%), Beta ~0.66, Calmar ~2.29, Sharpe ~1.17—stronger risk-adjusted edge than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.12 | 0.48 | 0.3 | 0.55 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 611.72% | 14.78% | -1.04% | -0.34% | 0.91 | |
| 1,146.95% | 19.4% | 3.31% | 4.83% | 1.3 |
Initial Investment
$10,000.00
Final Value
$124,695.15Regulatory Fees
$180.18
Total Slippage
$917.28
Invest in this strategy
OOS Start Date
Feb 21, 2026
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, inverse-volatility weighting, equities, risk-off treasury bills
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
AMAT
Applied Materials Inc
Stocks
AZN
AstraZeneca PLC
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BMY
Bristol-Myers Squibb Co.
Stocks
CNC
Centene Corporation
Stocks
GILD
Gilead Sciences Inc
Stocks
GM
General Motors Company
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MOH
Molina Healthcare, Inc.
Stocks