BisonQuant Remix Smoky Ridge Momentum Shifter No.2 (MOD)
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily strategy that chases the 3 strongest high-risk funds, but steps into Treasury bills when short-term market signals look unusually extreme.
Each day, the strategy first checks for extreme market conditions using two very aggressive funds: JNUG (gold miners) and TQQQ (big U.S. tech). It uses RSI, a 0–100 “temperature gauge” of how stretched a recent price move is. If things look too extreme, it moves to BIL, a very short-term Treasury-bill fund. Otherwise, it ranks a list of aggressive funds by their roughly 1-month trend and buys the top 3.
Out-of-sample: annualized return ~95.6%, Sharpe ~1.16, Calmar ~3.17, max drawdown ~30.1%. SPY: ~16.1% return, ~3.38% drawdown. Higher upside with risk controls (move to Treasuries on extreme signals).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.67 | 6.98 | 0.37 | 0.61 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 4.62% | 11.33% | -0.05% | 3.57% | 0.95 | |
| 87.05% | 343.13% | -26.45% | 28.77% | 1.77 |
Initial Investment
$10,000.00
Final Value
$18,704.85Regulatory Fees
$11.34
Total Slippage
$68.73
Invest in this strategy
OOS Start Date
Jun 24, 2026
Trading Setting
Daily
Type
Stocks
Category
Momentum, tactical asset allocation, leveraged etfs, risk-on/risk-off, multi-asset, daily rebalance
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITX
2x Bitcoin ETF
Stocks
ETHU
2x Ether ETF
Stocks
GDXU
MicroSectors Gold Miners 3x Leveraged ETN
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
INTW
GraniteShares 2x Long INTC Daily ETF
Stocks
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
MPWX
Tradr 2X Long MPWR Daily ETF
Stocks
MSTP
GraniteShares 2x Long MSTR Daily ETF
Stocks