(C - F) TECL KMLM switcher (single pops) MonkeyBusiness WM74| (976/29%MDD) 72%STDev
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, high‑octane swing trader. When markets look overheated it buys a volatility pop (UVXY); when oversold it buys leveraged stock funds. Otherwise it toggles between tech bets (TECL/SVIX) and a calmer KMLM‑led defensive mix. Extremely high risk.
How it worksPlain English: RSI is a 0–100 heat gauge; high = price ran up fast (overheated), low = dropped fast (washed‑out).
Daily: If many stock/sector funds look overheated (RSI ~80), it buys a short‑term volatility spike fund (UVXY) to catch a pullback. If not, and volatility itself is hot, it flips between volatility (VIXM) or stocks (SPXL). If neither, it buys the dip in leveraged tech/semis/market funds when very cold (RSI < 30). If no dip, it switches: if tech beats managed futures (XLK stronger than KMLM), it picks either leveraged tech (TECL) or short‑vol (SVIX), whichever looks more beaten down; otherwise it holds a calmer mix from KMLM/UUP/FTLS/TMF/TMV/SVXY/VIXM. Very high risk; trades daily.
Value propOut-of-sample, this strategy delivers higher risk-adjusted returns than the S&P: Sharpe ~1.38 vs ~1.30, Calmar ~3.89, alpha ~0.62, and ~107% annualized return vs ~24%. Bigger upside with higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.5 | 1.38 | 0.15 | 0.39 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 59.47% | 12.7% | -1.77% | 0.2% | 0.77 | |
| 34,042.79% | 345.42% | 3.55% | 8.61% | 2.73 |
Initial Investment
$10,000.00
Final Value
$3,414,279.23Regulatory Fees
$10,550.30
Total Slippage
$69,333.47
Invest in this strategy
OOS Start Date
Aug 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, volatility timing, mean reversion, tech vs managed futures, daily rebalancing, multi-asset defensive sleeve
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVIX
-1x Short VIX Futures ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks