Common Trend Switchboard
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive market-timing strategy that switches daily between leveraged stock bets and defensive assets based on market trend, fear, bond signals, and which internal sub-strategies have been working best.
This strategy is a “strategy picker.” Every day it checks whether markets look healthy or dangerous using trend signals, fear gauges, bond behavior, and sector leadership.
If conditions look good, it often buys aggressive leveraged funds tied to the S&P 500, Dow, or Nasdaq. If conditions look bad, it rotates into whichever shelter looks strongest lately: cash, Treasury bonds, gold, commodities, the U.S. dollar, utilities, or volatility funds.
Out-of-sample, this strategy targets higher upside (≈27.5% vs 20.5% for the S&P) with a Calmar near 1. Daily trend-driven rotations add dynamic hedges and potential protection in volatility, though drawdowns can run ~28%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.31 | 1.05 | 0.48 | 0.69 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 263.33% | 15.15% | -0.05% | 3.57% | 0.85 | |
| 5,278.11% | 54.63% | -2.93% | -1.01% | 1.69 |
Initial Investment
$10,000.00
Final Value
$537,810.83Regulatory Fees
$1,855.94
Total Slippage
$14,223.60
Invest in this strategy
OOS Start Date
Jan 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, risk-on/risk-off, leveraged etfs, macro rotation, ensemble strategy
Tickers in this symphonyThis symphony trades 76 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks