BIL FR> Agressive Battleship III Sort WM 74
Today’s Change (Jan 19, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, rules-based “risk switch.” It moves to T‑bills when markets look overheated or jumpy, buys sharp tech/semis dips with leveraged ETFs, and, when trends are strong, rotates into the best‑performing areas (incl. commodities). Very active and high risk.
It watches a “heat meter” (RSI from 0–100). High heat = overbought; low heat = oversold.
• If heat is high or volatility spikes, it parks in T‑bills (BIL/SHV) or a defensive fund (BTAL).
• If heat is very low, it buys the dip in fast tech/semis (TQQQ, TECL, SOXL); if too hot, it can hedge/short (TECS, SOXS) or pivot to long bonds (TMF).
• When trends look healthy, it rotates into the strongest ETFs, including commodities (GLD, SLV, PDBC/DBC). Rebalances daily; very aggressive.
Key: BIL/SHV=T‑bills; BTAL=defensive; TQQQ/UPRO/SOXL/TECL=3× bulls; TECS/SOXS=3× bears; UVXY/VIXY=volatility; GLD/SLV/PDBC/DBC=gold/silver/commodities.
Out-of-sample: 71.6% annualized return with Calmar ~3.9—significantly higher upside than SPY while maintaining risk controls. Dynamic risk-off, dip-buying leverage, and momentum rotation aim to outperform across regimes.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.03 | 1.28 | 0.26 | 0.51 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 191.52% | 16.33% | 2.19% | 5.01% | 0.86 | |
| 296,908.85% | 209.62% | 4.08% | 24.99% | 2.51 |
Initial Investment
$10,000.00
Final Value
$29,700,885.43Regulatory Fees
$77,684.25
Total Slippage
$539,314.69
Invest in this strategy
OOS Start Date
Jun 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, leveraged etfs, momentum and mean reversion, volatility filters, sector/commodity rotation, daily rebalancing
Tickers in this symphonyThis symphony trades 121 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X Shares
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CANE
Teucrium Sugar Fund
Stocks
CHAU
Direxion Daily CSI 300 China A Share Bull 2X Shares
Stocks