BisonQuant Demigoddess
Today’s Change (Jul 31, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based “fund of strategies.” It splits money equally across the 5 best recent performers, riding strong tech/semis uptrends with 3x funds, rotating to hedges (inverse/volatility/cash) when moves look overdone, and using bonds when rates fall.
Each day it ranks many mini‑strategies by recent results and splits money across the top 5. They use simple cues: trendlines (is price above/below its average?), “heat” gauges (did price run too hot/cold?), and bond/commodity cross‑checks. In uptrends it favors 3x tech/semis; when markets look tired or fall, it shifts to inverse funds, volatility, or cash; if rates drop, it can own leveraged Treasuries.
Out-of-sample shines: Sharpe ~2.78 vs SPY -1.35; alpha ~3.24; Calmar ~88, signaling superior risk-adjusted upside to the S&P 500. Daily rotation across tech leaders, hedges, and bonds aims for steadier growth with built-in risk control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.5 | 1.07 | 0.18 | 0.42 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 152.03% | 15.11% | -0.68% | 3.47% | 0.8 | |
| 2,523,162.33% | 368.02% | 8.27% | 12.96% | 3.25 |
Initial Investment
$10,000.00
Final Value
$252,326,232.84Regulatory Fees
$471,965.55
Total Slippage
$4,470,661.70
Invest in this strategy
OOS Start Date
Jul 12, 2026
Trading Setting
Daily
Type
Stocks
Category
Multi-strategy, tactical rotation, leveraged etfs, momentum/trend, volatility hedging, bonds, daily rebalance
Tickers in this symphonyThis symphony trades 86 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DGRO
iShares Core Dividend Growth ETF
Stocks
DIG
ProShares Ultra Energy
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks