Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + Pure BS Catcher (Garen Phillips)
Today’s Change (Apr 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules-based, daily strategy that rotates between 3x S&P/Nasdaq and 3x long Treasuries in calm uptrends, hides in T‑Bills when markets turn risky, and buys sharp dips. It favors the steadier stock sleeve and adds a small volatility hedge only at extreme conditions.
Daily, it checks if markets are calm or stressed using simple stats (how bumpy prices have been and how far they’ve fallen).
- Calm/uptrend: hold a 3x stocks + 3x long‑Treasury mix (about 55% in S&P/Nasdaq, 45% in Treasuries), tilting toward whichever stock fund has been steadier.
- Stressed/bear: mostly sit in T‑Bills (BIL), but if the S&P 500 or Nasdaq drops ~5% in a week, briefly “buy the dip” with 3x funds—unless they’ve already rebounded hard that day.
- A small overlay buys a volatility hedge (UVXY) only when stocks look overheated; otherwise it parks in short‑term bonds.
Out-of-sample: ~37.6% annualized vs SPY ~22.3%. A 3x equity/3x Treasuries core with risk-off hedges and dip-buying aims for stronger upside in uptrends, while offering built-in protection—though it carries higher drawdowns in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.35 | 0.93 | 0.35 | 0.59 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 648.54% | 14.93% | 6.16% | 5.09% | 0.91 | |
| 79,091.32% | 58.64% | 8.25% | 4.48% | 1.88 |
Initial Investment
$10,000.00
Final Value
$7,919,131.70Regulatory Fees
$13,088.21
Total Slippage
$82,630.98
Invest in this strategy
OOS Start Date
Apr 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, momentum/rsi rotation, buy-the-dip, risk-parity, volatility hedge, rules-based, daily rebalance
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks