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CyberSecurity v2
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

Owns 6 leading cybersecurity/IT stocks when the sector is trending up; otherwise parks in a single defensive fund (bonds or defensive sectors), choosing the most recently oversold. Equal weights, rebalanced daily.
NutHow it works
Each day it checks if a cybersecurity fund (HACK) is in an uptrend by comparing its 50‑day vs 200‑day average price. If up: it buys the 6 cyber/IT stocks with the strongest recent gains (using a 10‑day “recent strength” score). If not: it holds one defensive fund (bonds or Staples/Health Care/Utilities), picking the one that fell most recently, aiming for a short‑term bounce. Split evenly. Rebalanced daily.
CheckmarkValue prop
Adds a cyber/IT momentum sleeve with risk-off rotation to diversify the S&P 500. Seeks upside in cyber rallies and defensive protection in downturns, delivering diversification and risk management, though out-of-sample performance has lagged the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.19
0.9
0.4
0.63
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
61.12%
11.62%
-1.67%
2.89%
0.71
219.91%
30.75%
-3.43%
2.82%
1.19
Initial Investment
$10,000.00
Final Value
$31,991.47
Regulatory Fees
$142.26
Total Slippage
$850.14
Invest in this strategy
OOS Start Date
Nov 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Cybersecurity, momentum, trend-following, tactical asset allocation, rsi, moving averages, sector rotation, defensive rotation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type