BM 15/15 BB
Today’s Change (Oct 2, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Aggressive, rules‑based rotation among 3x tech/semiconductor ETFs, T‑Bills, and 3x Treasuries. Buys strength in calm markets, fades blow‑off spikes, and buys dips after sharp sell‑offs, throttled by volatility and bond signals; very high risk.
It’s a rules‑based risk‑on/risk‑off trader focused on tech and chips. It tracks: heat/weakness (RSI), trend (price vs 25‑day avg), volatility (VIX), and bond signals. Calm uptrends → buy TECL (3x tech) or SOXL (3x chips). Big 1‑day spikes → briefly use SOXS (3x short chips). Sharp sell‑offs → buy for a bounce. Stress/negative signals → park in BIL (T‑Bills) or use TMF/TMV (3x long/short Treasuries). Very high risk.
Dynamic, rules-based rotation among TECL/SOXL, cash, and Treasuries targets tech-led upside with risk controls. Out-of-sample ~19% annualized return and diversification vs the S&P 500, especially in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.06 | 1.39 | 0.12 | 0.34 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 607% | 14.48% | 0.84% | 3.6% | 0.9 | |
| 397,343,596.7% | 185.92% | 3.83% | 47.18% | 1.89 |
Initial Investment
$10,000.00
Final Value
$39,734,369,670.10Regulatory Fees
$150,295,878.38
Total Slippage
$1,453,506,014.83
Invest in this strategy
OOS Start Date
May 2, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, tech/semiconductors, trend + mean reversion, volatility filter, risk-on/risk-off
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks