BisonQuant Remix V2 BWC: Ultimate Frontrunner -> KMLM Super Long Block Rotator WM74 + Wash
Today’s Change (Jul 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based, daily mix that rides tech when calm, flips to VIX hedges when markets look overheated, and rotates into diversifiers (KMLM, bonds, long/short, cash) when momentum fades. Uses leveraged and VIX ETFs; high risk and fast-moving.
Checks a simple “heat gauge” (RSI, 0–100) on major indexes/sectors. If they look too hot (RSI ~80+), it buys “fear” trades that pop in pullbacks (VXX/UVXY/UVIX/VIXY). If not, it rides tech uptrends with leveraged funds (TQQQ, TECL, SOXL/UPRO). If tech weakens vs KMLM (a trend‑following diversifier), it rotates into bonds, long/short, dollar, commodities, or cash (BIL/SGOV). Adds a small UVXY hedge on quick drops, a tiny NVDA vs QQQ sleeve, sizes by recent vol, and rebalances daily.
Dynamic, volatility-aware strategy diversifies beyond the S&P 500 with hedges and trend sleeves to help limit downside during regime shifts - ideal for risk-aware investors seeking diversification beyond pure equity exposure.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.54 | 1.02 | 0.3 | 0.54 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 86.91% | 26% | -0.31% | 4.98% | 1.56 | |
| 660.04% | 111.58% | -3.9% | -3.09% | 2.7 |
Initial Investment
$10,000.00
Final Value
$76,004.31Regulatory Fees
$299.44
Total Slippage
$2,320.51
Invest in this strategy
OOS Start Date
Jun 8, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, multi-asset, volatility hedging, trend-following, leveraged etfs, managed futures, alternatives
Tickers in this symphonyThis symphony trades 70 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CLSE
Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks