COMBINED (K-1 Free)
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily two‑sleeve plan that toggles among aggressive tech longs, defensive shorts, and bond/income funds. It fades overheated markets, buys deep dips, and otherwise stays defensive unless Treasuries favor a short winners‑rotation mix.
It rebalances daily and splits the money 20%/80%.
- 20% sleeve: If SPY is above its 200‑day average (long‑term uptrend) and the market looks “hot” (RSI = a 0–100 heat gauge; >~80), it briefly bets against semiconductors (SOXS). Otherwise it rides tech (TQQQ). If not in an uptrend, it buys after sharp drops (RSI <~30) or else chooses between short tech (SQQQ) and long bonds (TLT).
- 80% sleeve: Same heat checks. If not extreme, it usually sits in a 1x short‑tech fund (PSQ); when Treasuries (IEF) show better momentum, it instead spreads across the 3 recent winners from: TQQQ, XYLD, XLY, FAZ, FBND, SVOL, TFLO.
Out-of-sample, this two-sleeve, daily-rebalanced strategy targets higher upside and better risk-adjusted returns than the S&P 500: ~48% annualized vs ~27%, Calmar ~1.67, Sharpe ~1.16, with trend/bond risk controls (max drawdown ~28.8%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.68 | 0.49 | 0.05 | 0.22 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 73.72% | 12.36% | 0.54% | -0.34% | 0.76 | |
| 2,270.52% | 95.06% | 6.41% | 0.15% | 1.93 |
Initial Investment
$10,000.00
Final Value
$237,052.07Regulatory Fees
$820.14
Total Slippage
$4,966.00
Invest in this strategy
OOS Start Date
Oct 31, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, inverse etfs, rsi extremes, trend filter, momentum rotation, daily rebalance, tech-heavy, risk-on/risk-off
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
FBND
Fidelity Total Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVOL
Simplify Volatility Premium ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks