BisonQuant Singing Frogs
Today’s Change (Jul 13, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based “offense/defense” switcher: chase strong tech with 3× ETFs in uptrends, hedge or short when markets look overheated or weak, and use KMLM as a macro weather‑vane. Very aggressive; expect large swings.
Each day it checks trend and heat. If the market is trending up, it rides the strongest high‑octane funds (3× tech/semis such as TQQQ, TECL, SOXL, UPRO). If prices look “too hot” (a 0–100 speedometer of recent moves called RSI is very high), it hedges with volatility funds (UVXY/VIXY) or parks in T‑Bills (BIL), gold (GLD) or Treasuries (TLT). If trending down, it flips to bearish funds (SQQQ, SOXS, TECS) or bonds. It also buys sharp dips for bounce plays. A managed‑futures ETF (KMLM) acts as a macro weather‑vane: when it leads, the system plays more defense.
Macro-guided offense/defense strategy aims to beat the S&P by riding tech momentum in uptrends and hedging when markets heat up. Out-of-sample: ~9.8% annualized return with Sharpe ~0.55 and Calmar ~0.54—plus explicit risk controls via the macro weather-vane.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 3.1 | 3.46 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 6.84% | 36.16% | 4.34% | — | 2.42 | |
| 122.79% | 4,102.85% | 17.16% | — | 4.76 |
Initial Investment
$10,000.00
Final Value
$22,279.34Regulatory Fees
$6.49
Total Slippage
$44.54
Invest in this strategy
OOS Start Date
Jun 11, 2026
Trading Setting
Daily
Type
Stocks
Category
Momentum, trend-following, mean reversion, leveraged etfs, volatility hedging, regime switching, managed futures
Tickers in this symphonyThis symphony trades 123 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
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