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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules‑based, daily strategy that buys tech/semis on dips in uptrends, but flips to volatility hedges or inverse ETFs when markets overheat. In weak regimes it leans on Treasuries, gold/miners, cash, and managed‑futures (KMLM/DBMF). Uses RSI and 200‑day trend.
Daily playbook: 1) Check the long‑term trend (S&P 500 vs 200‑day). 2) Read a short‑term “hot/cold” gauge (RSI: 0–100; high=overheated, low=beat‑up). 3) In uptrends, buy tech/semis on dips (TQQQ/TECL/SOXL); if overheated, shift to volatility (UVXY) or hedges. 4) In downtrends, use Treasuries/inverse ETFs, cash (BIL), gold/miners, and managed futures (KMLM/DBMF).
Regime-switching, risk-managed strategy to diversify a core S&P 500 by rotating into Treasuries, gold, and managed futures in risk-off periods, while riding tech dips in uptrends. Note: OOS is negative vs SPY, but adds crisis diversification.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.7 | 0.45 | 0.04 | 0.21 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 108.03% | 14.46% | 2.33% | 3.36% | 0.89 | |
| 995,032.88% | 445.75% | 7.32% | 7.45% | 4.88 |
Initial Investment
$10,000.00
Final Value
$99,513,288.44Regulatory Fees
$133,243.84
Total Slippage
$1,243,240.21
Invest in this strategy
OOS Start Date
Jun 9, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend-following, mean reversion, volatility hedging, gold/miners, managed futures, risk-on/risk-off
Tickers in this symphonyThis symphony trades 138 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AFRM
Affirm Holdings, Inc. Class A Common Stock
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
ALB
Albemarle Corporation
Stocks
AMKR
Amkor Technology Inc
Stocks
BE
Bloom Energy Corporation
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks