CQ | Big Bank Blender w 200d | 8.2.23
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, rules‑based rotator. In healthy markets it blends top big‑bank stocks. In stress it shifts to defensive hedges or inverse Nasdaq. A chip overlay shorts when semis are hot and buys dips. Uses RSI, 20/200‑day trends, and bond strength to time offense vs defense.
How it worksTools: RSI = 0–100 “heat gauge” of recent moves; moving average = average price (200‑day = long‑term trend, 20‑day = short‑term).
Flow: If chips are too hot, short them (SOXS); if they just dipped, buy SOXL. If the whole market is overheated, use VIXM; if washed out, pick 2 of TECL/TNA/SPXL. If SPY > 200‑day, own 2 big banks (30% recent winner, 70% by stability). If SPY < 200‑day, toggle between defense (PSQ/SQQQ) and offense (QQQ/TQQQ/SMH) using the 20‑day trend and whether bonds (TLT) look stronger. Rebalanced daily. Tickers: SPY(S&P), QQQ(Nasdaq), SMH(chips), SOXL/SOXS(3x± chips), TQQQ/SQQQ/PSQ(Nasdaq 3x±/−1x), TECL/TNA/SPXL(3x tech/small/S&P), VIXM(vol), TLT(Treasuries); banks like JPM, BAC, WFC, GS, etc.
Value propOffers far higher upside than the S&P: out-of-sample annualized return ~54–55% vs SPY ~21%, with drawdowns that can exceed 50% in stressed markets. Dynamic hedges and regime timing aim to protect capital and boost risk-adjusted returns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.49 | 1.89 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 130.61% | 14.55% | 0.54% | -0.34% | 0.76 | |
| 616,885.41% | 313.26% | -1.32% | 5.36% | 2.07 |
Initial Investment
$10,000.00
Final Value
$61,698,541.10Regulatory Fees
$269,433.58
Total Slippage
$1,906,078.82
Invest in this strategy
OOS Start Date
Aug 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend/momentum, banks hedge, semiconductors, nasdaq, inverse & leveraged etfs, volatility, risk-on/risk-off
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
BAC
Bank of America Corporation
Stocks
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Stocks
BCS
Barclays PLC
Stocks
C
Citigroup Inc.
Stocks
COF
Capital One Financial
Stocks
DB
Deutsche Bank Aktiengesellschaft
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
FITB
Fifth Third Bancorp
Stocks
GS
Goldman Sachs Group Inc.
Stocks
HSBC
HSBC Holdings PLC
Stocks