(A) 20%/3% MDD
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily trading system that usually bets on leveraged tech and growth funds, moves to short-term Treasuries when risk looks high, and may use bearish/volatility trades during stress.
Each day, the strategy checks whether fast-moving growth funds look beaten up, overheated, or calm. It usually picks from aggressive tech-heavy funds like TQQQ, TECL, BULZ/FNGG, or SVIX, and parks in BIL (short-term Treasury bills) when conditions look unsafe.
It uses simple recent-price tests: how hard something has fallen or risen, and how jumpy it has been. In bad markets, some side rules can switch to bearish or volatility funds.
Out-of-sample, this strategy beats the S&P on risk-adjusted grounds: Sharpe 1.82 vs 1.69, Calmar 3.74, max drawdown 3.49% vs 8.89%, and beta ~0.39. Leveraged tech with hedges offers steadier, diversified upside and lower risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.15 | 0.39 | 0.37 | 0.61 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 87.45% | 15.04% | -0.05% | 3.57% | 0.91 | |
| 152.82% | 22.98% | -0.79% | 2.54% | 1.97 |
Initial Investment
$10,000.00
Final Value
$25,282.00Regulatory Fees
$54.13
Total Slippage
$225.51
Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged tech, mean reversion, momentum, volatility trading, daily rebalancing, risk-off cash
Tickers in this symphonyThis symphony trades 64 assets in total
Ticker
Type
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
BULZ
MicroSectors FANG & Innovation 3x Leveraged ETN
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EFO
ProShares Ultra MSCI EAFE
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks