Bear: #BUYDIPS, Bull: #HFEAR
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 switcher: in weaker markets it tries to buy sharp U.S. stock dips with 3x funds; in calmer markets it holds an aggressive stock/bond mix, and moves to safer assets when short-term stress rises.
This strategy checks the U.S. stock market every day. If the market has had a meaningful slump over the past year, it switches into a “buy the dip” mode: it looks for a sharp 5-day drop in the Nasdaq or S&P 500 and buys a 3x bullish fund to bet on a rebound. If a rebound already happened too fast, it hides in safer bonds instead.
If the market has not been in that kind of slump, it uses a more aggressive stock/bond mix: mostly 3x S&P 500 plus 3x long-term Treasury bonds when recent losses have been mild, or a defensive mix of Treasuries, gold, inflation-protected bonds, and short-term bonds when recent losses are sharper.
Dynamic regime-switching strategy that buys dips with leveraged ETFs in down markets and shifts to defensive assets in calmer times. Out-of-sample: about 18.7% annualized return with solid risk controls, delivering near-S&P upside with diversified risk management.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 0.86 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 853.39% | 14.46% | -1.04% | -0.34% | 0.88 | |
| 11,016.88% | 32.59% | 6.07% | -3.46% | 1.14 |
Initial Investment
$10,000.00
Final Value
$1,111,687.79Regulatory Fees
$1,448.35
Total Slippage
$8,772.47
Invest in this strategy
OOS Start Date
Jul 19, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, regime switching, dip buying, leveraged etfs, risk management, stocks, bonds, gold
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
MUB
iShares National Muni Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TIP
iShares TIPS Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks