Core - Ross is Greedy
Today’s Change (Feb 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based: push hard into Nasdaq/S&P with 2x ETFs in healthy uptrends; flip to anti‑beta or inverse Nasdaq when momentum overheats or trends break. Uses simple hot/cold (RSI) and trend filters (200‑day) plus bond checks to switch risk on/off.
Goal: ride tech-led uptrends, duck danger fast. It buys offense (QLD=2x Nasdaq, SSO=2x S&P, sometimes SOXX) when the market is above long‑term trends (e.g., 200‑day) and “hot/cold” gauges say it isn’t overheated. If trends break or get too “hot” (RSI≈80), it shifts to defense (BTAL=anti‑beta, or QID=‑2x Nasdaq). Extra checks compare bonds vs stocks to confirm risk‑on/off.
Out-of-sample tested, this rules-based strategy rides tech-led uptrends with 2x ETFs and pivots to anti-beta hedges when momentum heats or breaks, delivering higher risk-adjusted returns, smaller drawdowns, and lower correlation to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.3 | 0.37 | 0.15 | 0.39 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 333.25% | 13.85% | 1.75% | 5.97% | 0.82 | |
| 4,483.84% | 40.26% | 0.33% | 0.39% | 2.1 |
Initial Investment
$10,000.00
Final Value
$458,383.73Regulatory Fees
$1,323.89
Total Slippage
$7,485.05
Invest in this strategy
OOS Start Date
Jan 30, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical trend-following, hedged equity, leveraged etfs, momentum/rsi, risk-on/risk-off, multi-asset
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
FTGC
First Trust Global Tactical Commodity Strategy Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IBB
iShares Biotechnology ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks