BisonQuant Remix AI Bot ID: 1281
Today’s Change (Jul 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily rule-based switcher that uses recent price-move gauges to flip between magnified long tech/S&P bets and inverse Nasdaq or volatility trades, guided by bond strength and a managed‑futures trend fund (KMLM). Very high risk; short-term focus.
Each day it checks simple gauges of recent price moves: RSI (how fast prices have risen/fallen lately) and moving averages (average price over recent days) across stocks, bonds, and KMLM (a trend-following managed‑futures fund). If bonds look very strong, it bets against the Nasdaq‑100 (inverse funds PSQ/QID). If stocks/tech look strong, it buys funds that magnify tech/S&P moves (QLD, TECL, UPRO). In turmoil it may trade volatility (VIXY for spikes, SVXY for calm).
Out-of-sample results show negative risk-adjusted returns and larger drawdowns vs the S&P 500. The strategy has a negative beta, offering diversification as a hedge—but it’s a high-risk, small satellite, not a core holding.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.27 | 0.09 | 0 | 0.04 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 118.64% | 15.09% | 0.52% | 6.55% | 0.92 | |
| 78,818.68% | 231.42% | -3.51% | 25.21% | 3.08 |
Initial Investment
$10,000.00
Final Value
$7,891,867.64Regulatory Fees
$16,498.52
Total Slippage
$144,551.67
Invest in this strategy
OOS Start Date
Jul 6, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, cross-asset signals, leveraged/inverse etfs, volatility, tech-focused, daily rebalanced
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks