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Today’s Change (Apr 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A safety switch that sits in T‑bills by default, but when markets get shaky it flips into bullish tech or bearish/volatility baskets, mixing 3× tech ETFs, VIX funds, and Treasury trades. Very active and high risk.
Default: T‑bills (BIL). When stress hits (sharp 1‑week TQQQ drop or a vol spike), switch to a 3‑fund mix. After a big 1‑day bounce: lean bearish (inverse tech + VIX + a calmer hedge). Otherwise: lean bullish (tech + QQQ + a calmer hedge). Rotates among TQQQ/TECL/SOXL (3× tech up), SQQQ/TECS/SOXS (3× tech down), UVXY/VIXM/SVXY (VIX up/down), and TMF/TMV (3× long/short Treasuries). RSI = a simple “recent up‑vs‑down days” score.
Out-of-sample edge: Sharpe 3.94 vs SPY 2.30, drawdown ~0.17% vs ~5.07%, Calmar ~64. A risk-switching strategy that sits in cash by default and only deploys hedged tech/vol bets in stress—superior risk-adjusted performance.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 0.03 | 0 | 0.03 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 648.54% | 14.93% | 6.16% | 5.09% | 0.91 | |
| 1,370.28% | 20.42% | 3.32% | 7.39% | 1.22 |
Initial Investment
$10,000.00
Final Value
$147,028.31Regulatory Fees
$718.46
Total Slippage
$4,490.04
Invest in this strategy
OOS Start Date
Jun 24, 2025
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, leveraged etfs, volatility/vix, risk-on/risk-off, tech-heavy, long/short, cash/t-bills
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks