ALL NUMBERS
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An active, daily‑tuned ensemble that rides Nasdaq/S&P uptrends with leveraged funds, buys oversold dips, and hedges or moves to cash/bonds when markets look overheated or risk rises. Uses RSI, trend lines, and KMLM as a macro risk gauge.
Daily it: 1) checks the long‑term trend (SPY vs 200‑day average); 2) checks short‑term “heat” (RSI = a 0–100 speedometer of recent moves; high=too hot, low=washed‑out); 3) checks Nasdaq/tech momentum; 4) uses cross‑asset risk gauges (bonds vs T‑bills, plus KMLM—a managed‑futures fund; strong KMLM = more caution). It rides uptrends/buy‑the‑dip with leveraged tech (TQQQ/TECL), hedges with inverse/volatility (SQQQ, UVXY/VIXY), or parks in cash/bonds (BIL/SHY/BSV, IEF/TLT).
Dynamic, risk-managed exposure to tech rallies with hedges. It can outperform in uptrends and protect in downturns, but recent out-of-sample results lag the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.01 | 0.77 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 86.93% | 13.23% | -0.15% | 0.4% | 0.82 | |
| 19,558.66% | 185.4% | 5.17% | 1.15% | 3.06 |
Initial Investment
$10,000.00
Final Value
$1,965,865.61Regulatory Fees
$4,811.13
Total Slippage
$30,969.55
Invest in this strategy
OOS Start Date
Jan 9, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, mean-reversion, leveraged etfs, volatility hedging, risk-on/risk-off, multi-asset
Tickers in this symphonyThis symphony trades 44 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
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks