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Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A highly active strategy that rotates into the 2 best recent trading systems, mostly making aggressive bets on tech, semiconductors, stocks, bonds, or market fear depending on market conditions.
This is a “strategy of strategies.” It watches several trading systems, picks the 2 that have done best over the last 30 days, and gives more weight to the calmer one.
Most sub-strategies focus on fast-moving bets in tech, semiconductors, the S&P 500, bonds, volatility, and sometimes gold/oil. When markets look strong, it leans bullish; when they look overheated or falling, it can flip to defensive or bearish funds.
Out-of-sample edge: this strategy targets ~68.6% annualized returns vs ~19.7% for the S&P, with solid risk-adjusted metrics (Calmar ~1.57, Sharpe ~1.14). Accept higher drawdowns (~43.6%) for substantially greater upside in tech/rotation markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.14 | 0.6 | 0.03 | 0.17 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 171.96% | 16.25% | -0.05% | 3.57% | 0.85 | |
| 63,883,633.54% | 648.05% | -8.6% | 19.72% | 3.25 |
Initial Investment
$10,000.00
Final Value
$6,388,373,354.05Regulatory Fees
$22,573,176.90
Total Slippage
$217,705,284.95
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, leveraged etfs, inverse etfs, volatility trading, sector rotation
Tickers in this symphonyThis symphony trades 98 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks