A Foolish Endeavor
Today’s Change (Aug 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily switcher that uses a 10‑day “hot/cold” score on the S&P 500 to flip between 3x stocks (UPRO), long fear (UVXY), short fear (SVXY), or T‑bills (BIL) after a fresh volatility hit. Very high risk; uses leveraged and volatility funds.
Each day it checks a 10‑day “hot/cold” score (RSI, 0–100) on the S&P 500 (SPY). If very hot (≥70), buy UVXY (tends to jump when market fear/volatility spikes). If very cold (≤30), buy UPRO (aims for 3x the S&P’s daily move). Otherwise, buy SVXY (benefits from calm) unless SVXY fell >10% in the past 4 days—then park in BIL (T‑bills, cash‑like). One fund at a time; recheck daily.
A volatility-driven rotation with a cash guard, designed to diversify a SPY-centric portfolio. In out-of-sample testing it delivered ~18.8% annualized return with a defined risk-management overlay, offering resilience when markets spike and volatility rises.
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 | |
|---|---|---|---|---|---|
| 761.74% | 15.68% | 2.46% | 6.63% | 0.95 | |
| 390,901.63% | 74.94% | -4.81% | -7.16% | 1.3 |
Initial Investment
$10,000.00
Final Value
$39,100,163.37Regulatory Fees
$97,120.12
Total Slippage
$921,201.69
Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, rsi/momentum, volatility etps, leveraged etfs, risk-on/risk-off
Tickers in this symphonyThis symphony trades 5 assets in total