All Mean Reversions
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 trading strategy that hunts for short-term rebounds in U.S. stock indexes—especially tech—while sometimes betting against overheated markets and hiding in cash-like bonds when no setup appears.
This strategy mixes many short-term “buy the dip” and “sell the excitement” rules, then each day puts money into the 4 parts that have been moving around the most.
Most rules watch the S&P 500, Nasdaq, tech, or semiconductors. If they look unusually beaten down, it buys aggressive leveraged funds; if not, it parks in very short-term bonds or T-bills. A few rules do the opposite when markets look overheated, buying bearish or volatility funds.
Out-of-sample, this strategy targets ~40% annual return vs S&P ~21%, with max drawdown ~47% (vs ~19%). It blends rapid mean-reversion on tech/Nasdaq and volatility hedges to capture bigger upside, accepting higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.46 | 1.8 | 0.51 | 0.71 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 250.65% | 20.88% | -1.04% | -0.34% | 1.14 | |
| 12,641.02% | 108.09% | -6.09% | 1.36% | 1.83 |
Initial Investment
$10,000.00
Final Value
$1,274,102.23Regulatory Fees
$2,858.36
Total Slippage
$23,494.30
Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, tactical asset allocation, leveraged etfs, us equities, nasdaq, technology, volatility trading, multi-asset
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks