BB-XM 1.z ||| SLUNT ||| Deez ||| 14JUN2023
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving, rules-based trader that flips between 3× chip, S&P, and Nasdaq funds—or their short versions—and sometimes volatility funds, using simple “heat” gauges (RSI) and short moving averages to ride strength and fade overbought markets.
It uses two simple gauges: RSI (a 0–100 “heat” gauge of recent price moves; high = stretched up, low = stretched down) and short moving averages.
Main funds: SOXX=chip stocks; SOXL/SOXS=3× up/down chips; SPY=S&P 500; UPRO/SPXU=3× up/down S&P; TQQQ/SQQQ=3× up/down Nasdaq; UVXY/VIXY=volatility; BIL=T‑bills.
Steps: If chips (SOXX) are stronger than cash (BIL), ride chips (SOXL) unless the S&P looks overheated—then buy volatility (UVXY/VIXY). If chips aren’t strong, short them if overbought (SOXS), buy if washed‑out (SOXL), or fall back to S&P/Nasdaq signals to pick 3× bull or bear (UPRO/SPXU or TQQQ/SQQQ).
Aggressive, rules-based strategy focused on semiconductors and volatility; out-of-sample annualized return ~42.7% vs ~21.4% for the S&P, but with much larger drawdowns (~63% vs ~19%). High upside, higher risk—fit for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.67 | 2.09 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 597.21% | 14.47% | -1.77% | 0.2% | 0.89 | |
| 1,591,296.67% | 96.11% | -14.59% | -0.48% | 1.25 |
Initial Investment
$10,000.00
Final Value
$159,139,667.22Regulatory Fees
$1,304,712.74
Total Slippage
$9,348,447.34
Invest in this strategy
OOS Start Date
Jun 28, 2023
Trading Setting
Threshold 6.9%
Type
Stocks
Category
Tactical, momentum, mean‑reversion, leveraged etfs, volatility, semiconductors, s&p 500, nasdaq 100, market‑timing, high risk
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks