BisonQuant Remix Wooden ARKK Machine 2.2
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive, short-term trading strategy that usually bets on rebounds in beaten-down growth assets or against bearish funds, using leveraged ETFs and daily rebalancing.
Each day, the strategy first compares recent momentum in medium-term U.S. Treasury bonds (IEI) with a high-risk stock basket (SPHB) using RSI, a simple 0–100 score of recent strength. If bonds look stronger, it buys 3 recently beaten-down aggressive funds and gives more weight to the steadier ones.
If stocks look stronger, it buys 1 recently weak bearish fund—effectively betting that the market strength will continue and the bearish fund will keep struggling.
Daily, contrarian cross-asset strategy using leveraged ETFs to chase mean-reversion. Out-of-sample annualized return ~15.9% vs SPY ~12.7%, with active risk controls. Higher upside, but larger drawdowns than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.18 | 0.69 | 0.05 | 0.22 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 109.29% | 18.17% | -0.05% | 3.57% | 1.09 | |
| 17,133.82% | 220.22% | -3.33% | 10.11% | 2.46 |
Initial Investment
$10,000.00
Final Value
$1,723,381.95Regulatory Fees
$7,864.37
Total Slippage
$60,724.38
Invest in this strategy
OOS Start Date
Jun 8, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical trading, mean reversion, leveraged etfs, contrarian, risk-on, global equities, bonds
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SARK
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
TARK
Investment Managers Series Trust II Tradr 2X Long Innovation ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks