Bil Replacer Inverse Volatility Tangency 18
Today’s Change (Jan 19, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules-driven rotation that rides stock uptrends (often with leveraged tech), hedges with volatility when markets look hot, buys dips tactically, and shifts to Treasuries, cash-like bills, or commodities when trends weaken. High risk.
- Each day it checks simple signals:
• Is the stock market trending up? If yes, lean into stocks (often tech). If not, move to safer assets (Treasury bills/bonds) or short/hedged stock funds.
- If stocks look overheated (very strong recent gains), it adds a “fear” hedge that profits when volatility jumps (UVXY/VIXY).
- If stocks look washed out (very weak recent action), it buys small, fast rebounds using leveraged tech funds (e.g., TQQQ/TECL/SOXL).
- It sometimes owns gold, oil, commodities, the US dollar, or emerging markets when their trends are favorable.
- Inside some baskets it puts more money in steadier picks and less in jumpy ones (inverse‑vol weighting).
Dynamic, rules-based multi-asset strategy that rides tech uptrends, hedges with volatility bets, and shifts to safety as trends change. Out-of-sample, far lower drawdowns (~23% vs ~69% for SPY) with strong risk-adjusted resilience (high Calmar).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.27 | 0.11 | 0.02 | 0.12 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 87.5% | 23.11% | 2.19% | 5.01% | 1.44 | |
| 133.49% | 32.37% | 0.23% | 0.88% | 2.04 |
Initial Investment
$10,000.00
Final Value
$23,349.20Regulatory Fees
$52.75
Total Slippage
$280.78
Invest in this strategy
OOS Start Date
Dec 31, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, momentum + mean reversion, volatility hedging, leveraged etfs, dynamic risk management
Tickers in this symphonyThis symphony trades 120 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BGX
Blackstone Long-Short Credit Income Fund
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
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks