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About
A market-stress strategy that mostly sits in Treasury bills, but when danger signals flash it rotates into very aggressive leveraged bets on tech, volatility, or long-term bonds.
This strategy is like a market storm detector. It watches for sharp drops in leveraged tech, rising fear, and unusually wild price swings. If markets look stressed, it switches into an emergency playbook that may buy bearish tech funds, volatility funds, or bond-related funds. If conditions look calm, this version simply parks in BIL, a very short-term Treasury-bill fund.
Important: even though it tries to be defensive, it uses very aggressive 3x leveraged funds when it does act.
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted terms: Sharpe 2.50 vs 1.63, Calmar 5.26, max drawdown 2.48% vs 8.89%. It protects capital in stress and aims for steady upside (roughly 13% vs 21% for SPY).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 0.04 | 0 | 0.04 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 719.04% | 15.08% | -0.05% | 3.57% | 0.93 | |
| 1,423.58% | 19.95% | 0.46% | 2.97% | 1.21 |
Initial Investment
$10,000.00
Final Value
$152,358.39Regulatory Fees
$626.87
Total Slippage
$4,871.52
Invest in this strategy
OOS Start Date
Jun 24, 2025
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, risk-managed, market timing, leveraged etfs, inverse etfs, volatility trading, tech-focused, treasury rotation
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