(C) NOVA | (MAG7 2x) Simons KMLM switcher (single pops)
Today’s Change (Jan 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A tactical switcher. When markets look overheated, it moves to a cash-like plus volatility hedge. Otherwise it buys sharp dips in 3x tech/semis/S&P. If no dip, it either rides the strongest 2x mega‑cap/crypto plays or rotates into KMLM/FTLS/UUP, depending on which trend looks stronger.
How it worksIt’s a rule-based “mode switch.”
- If parts of the market look too hot (very fast recent gains), it parks in safety: half short‑term T‑bills (BIL) and half a volatility hedge (VIXY).
- If not, it first tries quick bounce trades in 3x tech/semis/S&P when they’ve dropped too fast.
- If there’s no dip to buy, it compares recent strength of tech vs a trend fund (KMLM). If tech is stronger, it buys the 2 strongest 2x mega‑cap/crypto names; if not, it picks the calmest of KMLM, a long/short fund (FTLS), or the US dollar (UUP).
Value propRegime-switching strategy hedges overheating markets and targets fast dip buys with 2x/3x exposure, adding diversification beyond SPY. OOS: 11.82% vs SPY 23.52%; higher drawdown but potential for non-correlated risk management and crisis resilience.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.32 | 1.62 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 91.03% | 23.73% | 2.19% | 5.01% | 1.47 | |
| 9,467.56% | 348.38% | 2.04% | -3.34% | 2.8 |
Initial Investment
$10,000.00
Final Value
$956,756.17Regulatory Fees
$3,391.04
Total Slippage
$21,178.67
Invest in this strategy
OOS Start Date
Jul 6, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged etfs,momentum,mean reversion,volatility hedging,managed futures,mega-cap tech,tactical rotation
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X Shares
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CONL
GraniteShares ETF Trust GraniteShares 2x Long COIN Daily ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FNGG
Direxion Daily NYSE FANG+ Bull 2X Shares
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
GGLL
Direxion Shares ETF Trust Direxion Daily GOOGL Bull 2X Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
MSFU
Direxion Shares ETF Trust Direxion Daily MSFT Bull 2X Shares
Stocks