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Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily timing strategy that flips between leveraged stock exposure, volatility bets, and short-term Treasury bills based on simple recent-momentum rules.
Each day, the strategy checks the recent “temperature” of the U.S. stock market using SPY, a fund that tracks the S&P 500.
If the market has run very hot, it buys UVXY, a fund that rises when market fear jumps.
If the market has fallen very hard, it buys UPRO, a fund that amplifies gains and losses of the S&P 500.
Otherwise, it bets on calm markets with SVXY, unless SVXY itself has dropped sharply in the last 4 days—in that case it hides in BIL, a very short-term Treasury bill fund.
Dynamic volatility-momentum strategy that shifts with regimes. OOS: 17.6% annualized return and up to 44% max drawdown. Offers diversification beyond SPY and potential upside in volatile markets, but with higher risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.44 | 1.64 | 0.26 | 0.51 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 760.62% | 15.38% | -1.04% | -0.34% | 0.94 | |
| 412,638.93% | 73.92% | -0.74% | 0.47% | 1.29 |
Initial Investment
$10,000.00
Final Value
$41,273,893.24Regulatory Fees
$99,065.00
Total Slippage
$936,785.76
Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Daily
Type
Stocks
Category
Market timing, volatility trading, leveraged etfs, contrarian, single-asset, daily rebalance, high risk
Tickers in this symphonyThis symphony trades 5 assets in total