BWC UFR v3 BDRY switch > Battleship/Dividend/60 day BND/BIL sort/Inv Vol WM 74
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rule-driven, multi-asset strategy that blends leveraged equities, volatility hedges, bonds, and dividends. Three battleship blocks pick momentum-driven winners; a 60d BND/60d BIL module hedges risk; a Dip Buy and Dividends modules add tactical entry/income angles. High risk, high activity.
- The system runs every trading day and splits capital among many ETFs and leveraged products based on a large set of rules.
- It has three main bundles called Battleship 1, Battleship 2, and Battleship 3 that each scan a wide universe and pick top candidates using momentum-like signals (things that compare recent strength to longer-term history) and specific thresholds.
- Within each Battleship, assets are grouped into risk-on (levered equity plays like TQQQ, SOXL, TECL, LABU and related long or short exposures) and risk-off/hedge elements (volatility funds like UVXY, VXX, VIXY; gold/commodity hedges; and bonds like BND, IEF, TMF, BIL). Weights are often allocated across the chosen assets, sometimes equally within a subgroup, sometimes following a top-n sort by recent performance.
- There are dedicated modules for “60d BND vs 60d BIL” that decide how much to tilt toward longer-term bonds versus cash-like exposure, using historical performance windows and a safety screen.
- A separate Dividends module looks to favor dividend-paying assets or dividend-oriented ETFs to capture income if signals look constructive.
- A Dip Buy module applies additional logic to buy on pullbacks, including hedged plays (PSQ, SQQQ) and tactical layering of leveraged funds when short-term momentum and risk conditions look favorable.
- Signals include a mixture of momentum measures (e.g., relative strength/RSI), moving-average-type checks, and comparisons to thresholds (e.g., RSI values in the 70–90+ range indicate overbought or strong momentum, while other thresholds gate entry).
- The overall objective is to participate in upside in a diversified, dynamic way, while using volatility hedges, safe assets, and dividend picks to reduce downside risk. It is a high-activity, tactical strategy that relies on many conditional gates; it is most suitable for experienced investors who understand leveraged ETFs and market-tairing risks.
Out-of-sample edge: ~36% annualized return vs ~29% for the S&P, from a diversified, rule-based mix of leveraged equities, hedges, bonds and dividends. Note higher stress drawdowns (~19%), but disciplined risk controls aim for stronger upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.82 | 0.02 | 0 | 0.01 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 53.72% | 11.53% | -2.02% | -1.16% | 0.71 | |
| 59,465.35% | 406.09% | -17.02% | -14.68% | 2.74 |
Initial Investment
$10,000.00
Final Value
$5,956,534.88Regulatory Fees
$25,502.25
Total Slippage
$170,225.83
Invest in this strategy
OOS Start Date
Jun 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, leveraged etfs, volatility hedges, momentum/trend-following, dividend-focused
Tickers in this symphonyThis symphony trades 129 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
BDRY
Breakwave Dry Bulk Shipping ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CANE
Teucrium Sugar Fund
Stocks