BIORECKED | Anansi Mods | 2015-05-28
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that rotates between top mega-cap stocks and aggressive crash/rebound trades using UVXY, SQQQ, and LABU based on whether the market looks healthy, overheated, fearful, or oversold.
This strategy first asks: is the U.S. stock market generally healthy or weak?
If healthy, it usually owns the 3 strongest stocks from a list of big names like Apple, Microsoft, Nvidia, Amazon, Google, Meta, Tesla, and others. But if the market looks too “hot” after a fast run-up, it switches into UVXY, a fund that tends to jump when fear surges. If tech looks badly beaten down, it may buy LABU, a very aggressive biotech fund, hoping for a rebound.
If the market is weak, it becomes more defensive or bearish. It may buy SQQQ, which rises when big tech falls, UVXY for panic-driven spikes, or BSV, a safer short-term bond fund.
Out-of-sample edge: ~68% annualized return with Sharpe 1.42 and Calmar 1.95 vs S&P ~18–19%. Strong risk-adjusted performance and alpha, though drawdowns can reach ~35%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.47 | 0.16 | 0 | 0.04 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 339.66% | 13.9% | -0.05% | 3.57% | 0.83 | |
| 246,444,788.17% | 264.43% | 3.64% | 26% | 2.3 |
Initial Investment
$10,000.00
Final Value
$24,644,488,816.82Regulatory Fees
$54,843,511.78
Total Slippage
$531,316,240.20
Invest in this strategy
OOS Start Date
Mar 15, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, leveraged etfs, inverse etfs, volatility trading, large-cap growth
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
COST
Costco Wholesale Corp
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks