Active Trading Symphony
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive daily trading strategy that rotates among leveraged tech, semiconductor, bearish, volatility, bond, dollar, and commodity funds based on short-term market strength, weakness, and trend signals.
This is a daily-updated trading system that mostly bets on fast-moving areas of the market: big tech, chip stocks, and sometimes "fear" trades.
It checks whether markets have risen too fast or fallen too hard using simple speed gauges like RSI (a measure of how stretched a move has been). If tech looks strong, it may buy turbocharged tech funds like TQQQ, TECL, or SOXL. If markets look shaky or overheated, it can switch into bearish funds, volatility funds like UVXY, short-term bonds, cash-like holdings, the U.S. dollar, or commodities.
In short: it tries to aggressively chase strong trends, buy sharp dips, and hide or bet against the market when risk looks high.
Out-of-sample, this strategy targets tech/semis with ~32% annualized return vs SPY’s ~20%, plus a Calmar ~1.12 and beta ~0.85—offering diversification and higher upside. Expect larger drawdowns (~29%) but meaningful long-run growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.55 | 0.65 | 0.09 | 0.29 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 100.01% | 17.21% | -0.05% | 3.57% | 1.05 | |
| 1,279.83% | 82.44% | -5.88% | 17.66% | 1.81 |
Initial Investment
$10,000.00
Final Value
$137,982.99Regulatory Fees
$517.84
Total Slippage
$3,924.80
Invest in this strategy
OOS Start Date
Nov 22, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, tech-heavy, semiconductors, volatility trading, mean reversion, trend following, macro rotation
Tickers in this symphonyThis symphony trades 54 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Technology ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
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