Cherries v2: 18+ Month Solid OOS No BTC
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive, daily-traded strategy that spreads money across several market-timing systems focused on tech and U.S. stocks, while rotating into bonds, cash, gold, dollar funds, or fear-based hedges when risk rises.
This strategy splits money across several mini-systems and checks them every day.
Most of them focus on U.S. stocks—especially big tech, the S&P 500, and semiconductor companies. When those areas look strong but not overheated, it buys them. When they fall hard, it sometimes buys the dip using extra-aggressive 3x funds. When markets look dangerous, it can move into cash-like Treasury bills, short- or long-term government bonds, gold, a strong U.S. dollar fund, defensive sectors, or volatility funds that tend to jump when fear spikes.
It uses simple “market temperature” tests: trend, recent gains/losses, and whether moves have become extreme.
Out-of-sample annualized return 24.41% vs S&P 15.28%, with regime-based tech rotations plus bonds/gold/volatility hedges. Higher upside and disciplined risk control (Calmar ~1.05), though drawdowns can exceed the S&P in stress markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.46 | 0.77 | 0.23 | 0.48 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 672.84% | 14.82% | -1.04% | -0.34% | 0.92 | |
| 294,512.13% | 71.55% | -2.65% | 0.06% | 2.17 |
Initial Investment
$10,000.00
Final Value
$29,461,212.61Regulatory Fees
$65,945.61
Total Slippage
$581,097.50
Invest in this strategy
OOS Start Date
Oct 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged equity, nasdaq growth, volatility trading, risk-managed, mean reversion, trend following, defensive rotation
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
COST
Costco Wholesale Corp
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
JNK
State Street SPDR Bloomberg High Yield Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks