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Big Dumb Sort | LBT edition | BT 2013
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses a QQQ “heat gauge” to switch between leveraged stock funds and defensive hedges. In normal conditions it picks the strongest and calmest names; when markets are too hot or cold, it shifts to anti‑beta, volatility, and commodity/gold funds.
NutHow it works
Think of QQQ’s 10‑day RSI as a heat gauge (0=cold, 100=hot). If warm (40–75), it buys a mix of recent winners, the calmest, and low‑drawdown picks from: TECL/TQQQ/SPXL/UDOW (broad/tech), TNA (small caps), ERX (energy), RETL (retail), DRN (real estate), plus NVDA & LLY. If too hot (≥75) or cold (≤40), it moves to defenses: BTAL (anti‑beta stocks), VIXM (volatility), USCI/GLD (commodities/gold), sized by calmness. Rebalances on ~10% drift.
CheckmarkValue prop
Regime-driven tactical strategy aimed at diversification and risk control. With beta ~0.65 to SPY and defensive hedges, it complements core stocks and seeks steadier risk—even if OOS returns lag SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.14
0.8
0.31
0.56
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
627.08%
15.15%
3.07%
6.63%
0.92
2,682.76%
26.69%
4.1%
2.78%
1.1
Initial Investment
$10,000.00
Final Value
$278,276.11
Regulatory Fees
$1,751.74
Total Slippage
$9,832.48
Invest in this strategy
OOS Start Date
May 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,momentum,low-vol tilt,leveraged etfs,regime filter,risk management
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type