BisonQuant Remix Best Year Sort 6:1 Return to Risk
Today’s Change (Jun 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based meta‑portfolio that rotates into the 4 best recent mini‑strategies. Most minis ride tech uptrends (QQQ/TQQQ/TECL), buy dips, or hide in Treasuries/volatility when risk spikes. High octane, high turnover, and can be very volatile.
It’s a “portfolio of playbooks.” Each mini‑playbook follows simple rules: buy in uptrends, buy dips, or hide in bonds/volatility when risk rises. Every day the system scores all playbooks by ~2‑week results and holds the top 4 equally. Signals use price vs averages (trend), overbought/oversold (RSI), and volatility.
Adaptive meta-portfolio rotates into 4 top mini-strategies daily to ride tech uptrends and hedge risk. Provides diversification vs the S&P, but out-of-sample data show drawdowns and negative returns; risk-aware, non-core exposure.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.1 | 0.44 | 0.03 | 0.18 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 69.31% | 12.14% | 0.09% | 13.88% | 0.74 | |
| 13,326.1% | 190.45% | -19.29% | 6.54% | 2.67 |
Initial Investment
$10,000.00
Final Value
$1,342,610.40Regulatory Fees
$6,800.13
Total Slippage
$55,161.56
Invest in this strategy
OOS Start Date
Jun 8, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, leveraged etfs, trend-following, mean reversion, volatility hedging, multi-strategy ensemble
Tickers in this symphonyThis symphony trades 157 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABT
Abbott Laboratories
Stocks
ADP
Automatic Data Processing
Stocks
ADSK
Autodesk Inc
Stocks
AEP
American Electric Power Company, Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
BAX
Baxter International Inc.
Stocks