BisonQuant: Winners top 3, Bottom 3, 2 Day EMA Strategy
Today’s Change (Jun 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Buys 6 equal positions each day—the 3 strongest and 3 weakest by a 2‑day trend signal—from a universe heavy in 3x leveraged/inverse ETFs and volatile themes. Tactical, high turnover, and high risk.
Each day it scans a big list of volatile ETFs and stocks. Using a very fast 2‑day “recent trend” yardstick, it buys the 3 strongest movers (“winners”) and the 3 weakest (“losers”), all in equal sizes. It rebalances daily. Many picks are 3x leveraged or inverse funds, so this can swing a lot.
Out-of-sample, this strategy outperforms the S&P: Sharpe ~4.07, Calmar ~87, and ~1115% annualized return from six names rebalanced daily in volatile assets. Higher drawdowns exist, but risk-adjusted upside is compelling vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 15.43 | 1.53 | 0.01 | 0.09 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 0.41% | 5.52% | 0.41% | — | 0.41 | |
| 143.98% | 13,724,737.81% | 143.98% | — | 5.37 |
Initial Investment
$10,000.00
Final Value
$24,397.86Regulatory Fees
$3.36
Total Slippage
$15.42
Invest in this strategy
OOS Start Date
Jun 3, 2026
Trading Setting
Daily
Type
Stocks
Category
Short-term momentum & dip-buy, daily rebalance, leveraged/inverse etfs, high-volatility, tactical, equal-weight, multi-sector
Tickers in this symphonyThis symphony trades 98 assets in total
Ticker
Type
AAOI
Applied Optoelectronics, Inc.
Stocks
AGX
Argan, Inc
Stocks
ALM
Almonty Industries Inc. Common Shares
Stocks
AMDG
Leverage Shares 2X Long AMD Daily ETF
Stocks
AMDL
GraniteShares 2x Long AMD Daily ETF
Stocks
AMUU
Direxion Shares ETF Trust Direxion Daily AMD Bull 2X ETF
Stocks
APP
Applovin Corporation Class A Common Stock
Stocks
ARMG
Leverage Shares 2X Long ARM Daily ETF
Stocks
ASPI
ASP Isotopes Inc. Common Stock
Stocks
ASTC
Astrotech Corporation (DE) Common Stock
Stocks