BE's 8th Opus l Double Dippy + Commodities l May 8th 2019
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, tactical strategy: hide in T‑Bills when volatility spikes, buy dips in 3x stock funds when trends are up, fade overheated moves with UVXY, and otherwise rotate among tech, bonds, gold, commodities, dollar, and managed futures. Very high risk due to 3x/vol ETPs.
How it worksPlain English: it’s a daily, rules‑based “move where the wind blows” plan.
• RSI = a 0–100 “heat” score over recent days (low=cold/oversold; high=hot/overbought).
1) If volatility (VIX) spikes, it hides in cash‑like T‑Bills (BIL) or short Treasuries (SHY).
2) If US stocks trend up, it buys dips in 3x stock funds (SPXL=3x S&P 500, TQQQ=3x Nasdaq, SOXL=3x semis). If they run too hot, it briefly buys UVXY (tracks volatility) to catch pullbacks.
3) Otherwise it follows longer trends (stocks vs commodities, bonds vs dollar) and rotates among tech/healthcare/utilities, bearish QQQ (SQQQ), long/short Treasuries (TMF/TMV), gold (GLD), commodities (PDBC), the US dollar (USDU), and managed futures (DBMF). It sizes positions by recent volatility to balance risk.
Value propOut-of-sample annualized return: 28.38% vs SPY 21.14%; Calmar ~1.19, Sharpe ~1.21. Dynamic hedges (T-Bills during volatility) and regime-based rotation seek higher, more resilient returns vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.44 | 0.72 | 0.35 | 0.59 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 160.75% | 15.23% | -1.77% | 0.2% | 0.81 | |
| 3,310.5% | 68.53% | 6.44% | 16.66% | 2.27 |
Initial Investment
$10,000.00
Final Value
$341,050.21Regulatory Fees
$1,389.40
Total Slippage
$8,262.40
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, volatility hedging, leveraged etfs, commodities, managed futures, daily rebalancing
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks