bum ass symphony
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high‑octane, rules‑based rotator that swings between leveraged plays in tech (esp. NVDA), volatility (UVXY/UVIX), and gold miners, or sits in T‑bills. It uses RSI “heat” and trend filters to buy dips, fade excess, and manage risk. Very high risk.
It runs several mini‑systems. They watch simple speedometers of recent price moves (RSI) and trend lines (moving averages). When indexes look overheated, it buys VIX funds (UVXY/UVIX). When NVDA/tech look strong or washed out, it rides 2x/3x funds (NVDL, SOXL/TECL) or shorts when too hot. If nothing lines up, it parks in T‑bills (BIL/SHV). Another block trades 3x gold‑miner ETNs (GDXU/GDXD) the same way.
Out-of-sample annualized return ~82% with Calmar 3.26 and Sharpe ~1.52, vs SPY ~24% annualized return and smaller drawdowns. Rotates tech/volatility/miners with cash buffers, aiming for higher long-run growth with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.14 | 1.13 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 81.81% | 21.49% | 1.72% | 4.21% | 1.36 | |
| 5,019.88% | 260.17% | -11.62% | 17.62% | 3.21 |
Initial Investment
$10,000.00
Final Value
$511,987.94Regulatory Fees
$883.24
Total Slippage
$7,178.71
Invest in this strategy
OOS Start Date
Jun 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, vix/volatility, tech/nvda momentum, mean reversion, trend following, sector rotation, gold miners, risk-on/off