bum ass symphony
Today’s Change (Mar 18, 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 edge: annualized return ~141% vs ~29% for the S&P; Sharpe ~2.64 vs ~2.47; Calmar ~9.50. Higher upside with disciplined risk management, though drawdowns are larger (~14.9% vs ~5%). Potentially superior risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.32 | 1.14 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 55.69% | 19.27% | -1.77% | 0.2% | 1.21 | |
| 3,710.66% | 325.99% | -2.72% | 14.36% | 3.89 |
Initial Investment
$10,000.00
Final Value
$381,066.39Regulatory Fees
$647.41
Total Slippage
$4,197.03
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
Tickers in this symphonyThis symphony trades 43 assets in total
Ticker
Type
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
Stocks
BBJP
JPMorgan BetaBuilders Japan ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DFJ
WisdomTree Japan SmallCap Dividend Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
FLUD
Franklin Ultra Short Bond ETF
Stocks
FMAT
Fidelity MSCI Materials Index ETF
Stocks
GDXD
MicroSectors Gold Miners -3x Inverse Leveraged ETN
Stocks