BB V3.0.4.2a Merged with CONS v1.0.0 RR and V1 New SOXL Baller
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily-rotating, rule-based ETF portfolio that uses momentum and volatility signals across a wide pool of levered and unlevered funds to aim for growth while hedging risk; it shifts between tech/semiconductors, international stocks, bonds, and volatility hedges depending on market signals.
- It runs a daily check of market conditions and then builds a one-day lineup from a large basket of ETFs and leveraged funds.
- Each group focuses on a theme (for example, “Overbought S&P” or “Defense | Modified”), and within that group it ranks possible assets by a chosen metric (like RSI, cumulative returns, or moving-average signals).
- From the ranked list, it selects 1 asset (often the strongest or weakest by the metric) to own for that day, assigning weight mostly at full exposure within the chosen group.
- Multiple groups may be evaluated, and the strategy can choose assets from several groups or concentrate into a single group depending on signals. Some groups are designed to go long, others to go short or use hedges (e.g., UVXY, SQQQ) to profit from or protect against rising volatility.
- The overall allocation across groups is rebalanced daily. Cash or cash-equivalents appear in some branches as part of risk control.
- The instrument mix includes broad stock proxies (SPY, QQQ). Tech and semis are heavily represented via SOXL, SOXS, TECL, TQQQ, SPXL, QLD, SQQQ. Bond-equivalents and safety plays include SHY, IEF, EDV, AGG, BIL, TMF, TMV. Currency and commodity exposure appear via UUP (USD), UCO/UCG (oil), GLD/UGL (gold), DBC (broad commodities).
- The intent is to capture momentum trends, hedge against volatility, and rotate into safer assets during risk-off periods while keeping exposure to growth themes when conditions look favorable.
Out-of-sample annualized return ~36.8% vs SPY ~23.5%, driven by daily momentum rotation and volatility hedges. Potential for strong upside in rising markets with built-in risk defenses; note higher drawdown risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.57 | 1.29 | 0.07 | 0.26 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 72.6% | 15.56% | -1.77% | 0.2% | 0.94 | |
| 22,433.6% | 320.21% | -23.88% | -4.8% | 2.1 |
Initial Investment
$10,000.00
Final Value
$2,253,360.33Regulatory Fees
$26,574.74
Total Slippage
$170,368.01
Invest in this strategy
OOS Start Date
Mar 16, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, volatility hedges, macro/global mix, risk-control
Tickers in this symphonyThis symphony trades 65 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation 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