AI Infrastructure with Volatility Filter (114/13) 33 STD since 2024
Today’s Change (Oct 9, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules‑based, tech‑tilted strategy that rides AI/tech uptrends but quickly shifts to bonds, gold, the dollar, and hedges (VIX/anti‑beta/short ETFs) when markets overheat or fear spikes. Uses simple trend and “speedometer” (RSI) signals. Rebalances daily.
How it worksIt’s a rules-based, daily‑rebalanced plan.
1) Read the market’s mood. If things are calm and semiconductors trend up, buy a small basket of AI‑infrastructure stocks. Otherwise use a broader playbook.
2) Ride strength (price above trendlines). RSI is a “speedometer” of recent moves (high=hot, low=cold). When prices overheat or fear spikes (VIX), add hedges (VIX funds, an anti‑beta fund BTAL) or even short tech/long bonds.
3) Use bonds, gold, oil, the dollar, and a KMLM‑style trend sleeve (a managed‑futures ETF that often helps when stocks/bonds struggle) to diversify.
Value propOut-of-sample edge: Sharpe ~1.86 vs SPY ~1.65; Calmar ~6.85; OOS annual return ~103% vs ~21% for the S&P. Tech/AI tilt with adaptive hedges aims for higher upside and disciplined risk, though OOS drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.62 | 1.03 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 53.43% | 18.74% | 1.29% | 4.09% | 1.16 | |
| 508.36% | 106.38% | 2.34% | 5.87% | 2 |
Initial Investment
$10,000.00
Final Value
$60,835.81Regulatory Fees
$114.02
Total Slippage
$820.05
Invest in this strategy
OOS Start Date
Apr 17, 2026
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, momentum/trend, volatility-hedged, tech/ai tilt, leveraged & inverse etfs, daily rebalance