BisonQuant Remix Happy Retirement!
Today’s Change (Jul 13, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Blends crowd-built playbooks. In uptrends it rides leaders (often 3x tech/semis) or buys deep dips; under stress it rotates to hedges (inverse/volatility funds, bonds, gold, cash). Uses simple heat gauges and a KMLM cross‑asset trend check; rebalances daily.
1) Market weather check: is the S&P 500 (SPY) above its ~200‑day average? If yes = risk‑on; if no = risk‑off.
2) Risk‑on: ride leaders (often 3x tech/semis/biotech) or buy sharp dips; if things look overheated, shift to hedges.
3) Risk‑off: favor inverse/volatility funds, long bonds, gold, and cash.
4) Blend several playbooks, giving calmer ones more weight. Uses a simple 0–100 “heat gauge” (RSI): low=washed‑out, high=hot. KMLM (managed‑futures) is an extra trend check.
Out-of-sample, this strategy offers higher upside than the S&P 500: ~42.96% annualized vs 35.58%. Strong risk-adjusted return (Calmar ~5.41) via regime-switching hedges, though it may endure larger drawdowns (7.95% vs 3.17%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 3.49 | 0.67 | 0.03 | 0.18 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 33.04% | 24.78% | 4.34% | 11.4% | 1.32 | |
| 7,939.56% | 2,901.15% | 8.12% | 58.33% | 5.39 |
Initial Investment
$10,000.00
Final Value
$803,956.33Regulatory Fees
$662.32
Total Slippage
$5,189.49
Invest in this strategy
OOS Start Date
Jun 9, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-strategy, regime switching, leveraged & inverse etfs, volatility hedges, momentum & mean reversion, managed futures filter
Tickers in this symphonyThis symphony trades 99 assets in total
Ticker
Type
AAPX
T-Rex 2X Long Apple Daily Target ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
AMZZ
GraniteShares 2x Long AMZN Daily ETF
Stocks
BABA
Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
Stocks
BAM
Brookfield Asset Management Ltd.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks