All-Star StdDev Sort (20d)
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, all-in trading strategy that usually makes one highly leveraged bet on tech, biotech, bonds, or market fear based on whether markets look overheated, oversold, or defensive.
This strategy checks the market every day and makes one aggressive bet. It mainly watches the S&P 500, tech stocks, bonds, and commodities to judge whether markets look overheated, washed out, calm, or stressed.
Then it picks a single high-risk fund—usually bullish or bearish tech, semiconductors, biotech, long-term bonds, or market volatility. It often uses 2x or 3x leveraged funds, so moves can be very large in either direction.
Out-of-sample annualized return ~30% vs SPX ~19%; concentrated, leveraged bets on tech/biotech aim for outsized gains. Expect large swings and drawdowns (~67%). Best for risk-tolerant investors seeking alpha over broad diversification.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.78 | 0.05 | 0 | 0.01 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 82.24% | 21.7% | -1.04% | -0.34% | 1.37 | |
| 201.55% | 43.51% | 52.82% | 0.49% | 0.84 |
Initial Investment
$10,000.00
Final Value
$30,154.92Regulatory Fees
$191.52
Total Slippage
$1,487.27
Invest in this strategy
OOS Start Date
Apr 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, momentum, mean reversion, long/short, tech, biotech, macro, volatility
Tickers in this symphonyThis symphony trades 64 assets in total
Ticker
Type
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks