Combo 10 General FrankRound's Chicken & Fried Rice V0.7 (96,11,2012)
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-traded, multi-part strategy that jumps among gold, bonds, tech, emerging markets, oil, and defensive assets using trend and “too hot/too cold” signals. Powerful but aggressive, with heavy use of leveraged and inverse funds.
This strategy splits money across 10 mini-strategies and checks them every day.
Each mini-strategy asks simple questions like: “Is this market trending up or down?” and “Has it moved too far too fast lately?”
Based on that, it flips between aggressive bets on gold, bonds, tech stocks, emerging markets, oil, or defensive holdings like short-term Treasury bills, bonds, and consumer staples.
Out-of-sample edge: 33.3% annualized vs 24% for S&P, Sharpe ~1.31, Calmar ~2.19, beta ~0.60. Diversified across 10 leveraged sleeves with daily rebalances—seeking higher growth with lower market sensitivity. Note: drawdowns can spike in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.61 | 0.27 | 0.05 | 0.22 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 608.93% | 14.39% | -0.05% | 3.57% | 0.89 | |
| 961,619.32% | 87.65% | 0.53% | 8.32% | 3.2 |
Initial Investment
$10,000.00
Final Value
$96,171,932.31Regulatory Fees
$192,356.47
Total Slippage
$1,765,714.13
Invest in this strategy
OOS Start Date
Mar 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, leveraged etfs, long-short, commodities, bonds, tech, volatility, daily rebalance
Tickers in this symphonyThis symphony trades 42 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FCG
First Trust Natural Gas ETF
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks