Class Warfare
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily switching strategy that uses recent volatility in T-Mobile vs. AT&T to choose between two equal-weight stock baskets, both with heavy stock-market exposure and an added dose of risk from leveraged funds.
Each day, the strategy asks a simple question: has T-Mobile (TMUS) been swinging around more than AT&T (T) over the last 10 days?
If yes, it buys an equal mix of Google, Meta, Walmart, and TQQQ.
If no, it buys an equal mix of Apple, Target, AMD, and UDOW.
In plain English: it uses recent turbulence in two phone-company stocks as a switch between two stock baskets.
Out-of-sample strategy: ~39% annualized return vs S&P ~21%, with Calmar ~1.27 and Sharpe ~1.31. Higher drawdowns (~31%) come with leverage. A clear volatility signal and two diversified baskets target higher, rules-based growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.1 | 1.58 | 0.78 | 0.88 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 415.98% | 13.97% | -0.05% | 3.57% | 0.85 | |
| 3,423.27% | 32.83% | -2.33% | 3.49% | 1.08 |
Initial Investment
$10,000.00
Final Value
$352,327.41Regulatory Fees
$836.18
Total Slippage
$6,355.06
Invest in this strategy
OOS Start Date
Dec 8, 2023
Trading Setting
Daily
Type
Stocks
Category
U.s. stocks, sector rotation, signal-based, volatility trigger, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
T
AT&T Inc.
Stocks
TGT
Target Corporation
Stocks
TMUS
T-Mobile US, Inc.
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
WMT
Walmart Inc. Common Stock
Stocks