Adaptive All Weather 1.3a Pop Bots l BrianE Mod l Oct 10th 2016
Today’s Change (Mar 5, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, rules‑based “all‑weather” mix (stocks/bonds/commodities) that buys stock pullbacks, hedges overheated markets with UVXY, tilts bonds based on rates (long vs inverse/USD), and rotates into strong commodities. Daily, active, and high risk.
How it worksDaily it shifts among three sleeves: stocks (~30%), bonds (~55%), commodities (~15%). It uses short-term “heat” gauges (RSI: 0–100; low = washed out, high = overheated) and simple trends.
Stocks: buys sharp pullbacks in S&P/Nasdaq/semis; if things get too hot it briefly holds UVXY (a crash hedge). If fear spikes, it parks in T‑bills; in downtrends it can add inverse funds.
Bonds: long Treasuries when rates fall (sometimes 3x), USD or inverse‑Treasuries when rates rise.
Commodities: rotates into recent winners (oil/gold/silver/broad). High turnover, high risk.
Value propOut-of-sample annualized return: 37.6% vs 23.3% for the S&P; Calmar 1.31. An adaptive all-weather strategy with UVXY hedging and daily rebalancing offers higher upside and diversification versus the S&P, though drawdowns can be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.5 | 0.72 | 0.19 | 0.43 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 269.18% | 14.93% | -0.15% | 0.4% | 0.86 | |
| 20,512.94% | 76.43% | 1.66% | 1.45% | 2.03 |
Initial Investment
$10,000.00
Final Value
$2,061,294.43Regulatory Fees
$6,857.42
Total Slippage
$42,063.88
Invest in this strategy
OOS Start Date
Nov 3, 2022
Trading Setting
Daily
Type
Stocks
Category
All-weather, tactical rotation, leveraged etfs, volatility hedge (uvxy), bonds/usd/commodities rotation, daily rebalance, mean‑reversion + trend
Tickers in this symphonyThis symphony trades 43 assets in total
Ticker
Type
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
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares
Stocks