Common Trend Indicator Sorter
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it blends 9 simple signals to switch between 3x stock funds when trends are healthy and safe havens (Treasuries, dollar, gold/commodities, utilities, volatility) when they’re not. It keeps the 4 best‑performing signals and splits money.
Each day 9 simple signals judge risk: SPY vs its 20/50/200‑day averages, tech vs utilities, lumber vs gold, bonds vs cash, and inflation‑linked bonds. A basic “overheated/volatility” gauge (RSI on QQQ/VIX funds) fine‑tunes. If risk on, it buys 3x stock funds (SPXL, TQQQ, UDOW). If risk off, it shifts to Treasuries, the US dollar, gold/commodities, utilities, or volatility funds. It then keeps the 4 signals with the best recent returns and splits money equally.
Out-of-sample: 34.6% annualized return vs SPY 25%, Calmar ~1.01, driven by 9 signals switching among 3x stock ETFs and safe havens. Seeks higher upside with regime-based risk control; note drawdowns can reach ~34% in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.39 | 0.75 | 0.22 | 0.47 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 272.71% | 15.12% | 1.72% | 4.21% | 0.86 | |
| 7,369.98% | 58.69% | 4.91% | 1.76% | 1.7 |
Initial Investment
$10,000.00
Final Value
$746,997.68Regulatory Fees
$3,114.12
Total Slippage
$24,069.53
Invest in this strategy
OOS Start Date
Oct 25, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-signal ensemble, leveraged etfs, momentum, risk-on/risk-off, volatility hedging, cross-asset