BvBvB - LBT
Today’s Change (Oct 29, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive market-timing strategy that switches between leveraged tech, bets against tech, and volatility/fear funds based on recent drops, spikes, and market stress.
This strategy constantly asks: are markets crashing, panicking, calm, or overheated? If tech has fallen hard, it often buys beaten-down tech funds. If tech has surged too fast, it may bet against tech or buy fear-related funds. When conditions are mixed, it shifts part of the money into a calmer dividend stock fund and some bearish hedges. It mainly trades turbocharged tech, anti-tech, and market-fear funds.
Out-of-sample edge: Sharpe 1.47 vs SPY 1.43, Calmar 1.67, max DD 11.6% vs 18.8%, beta ~0.25. Raw return trails SPY, but risk control and smoother upside from tactical tech/volatility tilts offer stronger resilience.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.31 | 0.12 | 0.03 | 0.16 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 226.59% | 14.63% | 0.88% | 4.5% | 0.82 | |
| 1,502.88% | 37.73% | 3.1% | 5.01% | 2.36 |
Initial Investment
$10,000.00
Final Value
$160,287.68Regulatory Fees
$429.73
Total Slippage
$2,956.37
Invest in this strategy
OOS Start Date
Oct 1, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged, tactical, long-short, tech-focused, volatility-trading, mean-reversion, regime-switching, defensive-overlay
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FNGD
MicroSectors FANG+ Index -3X Inverse Leveraged ETNs due January 8, 2038
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SH
ProShares Short S&P500
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
Stocks