A Foolish Endeavor
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily trading strategy that flips between a leveraged stock bet, a fear-spike bet, a calm-market bet, and cash based on simple market “hot/cold” rules.
This strategy checks the recent behavior of the U.S. stock market each day using SPY, a fund that tracks the S&P 500.
If the market looks very “hot,” it buys UVXY, a fund that rises when market fear jumps.
If the market looks very beaten down, it buys UPRO, a fund that makes a big bullish bet on stocks.
Otherwise, it buys SVXY, which benefits when market fear stays calm—unless SVXY has just dropped hard, in which case it hides in BIL, a cash-like Treasury-bill fund.
Dynamic regime-based strategy: UPRO in downturns, UVXY in spikes, SVXY/cash otherwise. Out-of-sample: ~19.17% annualized, Sharpe ~0.63, Calmar ~0.43—close to SPY but with volatility hedges and regime diversification, though higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.44 | 1.64 | 0.25 | 0.5 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 767.67% | 15.49% | -0.05% | 3.57% | 0.95 | |
| 411,737.9% | 74.15% | 0.52% | 0.17% | 1.29 |
Initial Investment
$10,000.00
Final Value
$41,183,790.25Regulatory Fees
$99,065.24
Total Slippage
$936,788.59
Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged equity, volatility trading, short volatility, long volatility, tactical asset allocation, daily rebalancing
Tickers in this symphonyThis symphony trades 5 assets in total