All Mean Reversions
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, high‑risk mean‑reversion strategy. It rotates into 3x stock ETFs (S&P 500, Nasdaq, Tech), volatility (UVXY), or hedges when signals look “too hot” or “too cold,” and parks in T‑Bills/short Treasuries when no edge. Picks the 4 most volatile ideas.
Daily, it picks the 4 most volatile ideas and splits money evenly. It buys weakness and fades heat using RSI (0–100 “heat” meter: low=oversold, high=overbought). Rules: buy 3x SPXL/TQQQ/TECL when weaker than bonds (AGG), else T‑Bills (BIL); buy TQQQ after a 5‑day Nasdaq drop, else BSV; QQQ very hot -> UVXY (volatility), very cold -> QLD, else SHY; in extreme S&P selloffs, choose SOXL/TECL or hedges (SQQQ/SOXS) using bonds vs high‑beta (SPHB). Can also hold QQQ, UUP, DBC.
Out-of-sample, this strategy targets roughly 44% annualized return vs the S&P's ~23%, with hedges and bond/cash refuges to dampen risk. Expect higher drawdowns, but a compelling risk-adjusted profile during mean-reversion (Calmar ~0.94).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.47 | 1.79 | 0.51 | 0.71 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 255.41% | 21.41% | 1.72% | 4.21% | 1.17 | |
| 13,498.78% | 112.05% | -2.05% | 21.9% | 1.87 |
Initial Investment
$10,000.00
Final Value
$1,359,877.70Regulatory Fees
$2,800.31
Total Slippage
$23,036.93
Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, daily rotation, leveraged etfs, nasdaq/tech/s&p, semiconductors, volatility (vix), high beta, bonds/cash, usd, commodities