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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 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.
Out-of-sample return ~19.2% vs SPY ~20%, but adds diversification via regime-driven leverage, volatility bets, and cash hedges across 1,225 days—aiming for alpha in volatile markets.
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
Market timing, volatility trading, leveraged etfs, contrarian, single-asset, daily rebalance, high risk
Tickers in this symphonyThis symphony trades 5 assets in total