BisonQuant: Winners top 5, Bottom 5, 2 Day EMA Strategy
Today’s Change (Jul 15, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Buys the 5 strongest winners and 5 weakest dip‑buys each day from a list heavy in 3x bull/bear ETFs and volatile tech stocks, using a 2‑day moving‑average score. Equal‑weighted and rebalanced daily—short‑term and very high risk.
Each day, it scans a big list of very volatile picks—mostly 3x bull/bear ETFs on the Nasdaq (TQQQ/SQQQ), S&P 500 (UPRO/SPXU), small‑caps, semis, biotech, banks, oil, gold miners, China—plus some high‑beta tech/AI stocks. It uses a 2‑day exponential moving average (a super‑fast “recent price” score) to rank them, buys the 5 strongest and 5 weakest, splits money equally, and rebalances daily. Very risky.
Not a core holding. Out-of-sample results are negative vs the S&P, with large drawdowns and negative risk-adjusted returns. If used, keep it as a tiny tactical sleeve for diversification in volatile markets, with strict risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 4.62 | 1.89 | 0.04 | 0.2 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 1.09% | 8.12% | -0.14% | — | 0.61 | |
| 71.34% | 4,727.63% | -4.85% | — | 3.44 |
Initial Investment
$10,000.00
Final Value
$17,133.73Regulatory Fees
$2.91
Total Slippage
$11.94
Invest in this strategy
OOS Start Date
Jun 24, 2026
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum & mean reversion, daily rebalance, short-term, high volatility, multi-sector
Tickers in this symphonyThis symphony trades 97 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