D-Fence v1.0 (@K) 29 | 19 | 2020
Today’s Change (Jun 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Switches between an aggressive mix of US stock ETFs (incl. small 2× slices) and a defensive blend of T‑bills, the most resilient bond, managed futures (DBMF), and inverse/volatility hedges, triggered by simple trend and staples‑vs‑market strength checks.
How it worksDaily check: are SPY (S&P 500) and QQQ (Nasdaq-100) both below their 200-day average (a long-term trend line) AND is XLP (consumer staples) showing stronger short-term momentum than SPY (via RSI, a 0–100 recent-strength score), with XLP above SPY’s 200-day average?
If yes → Defensive: 20% T-bills, 20% most resilient bond ETF, 30% DBMF (managed futures), 30% two least-volatile inverse/vol ETFs (from SH/PSQ/RWM/VIXY).
If not → Aggressive: equal mix of SPY, QQQ, RSP, QQQE, plus small 2× slices (SSO, QLD). Rebalanced daily.
Value propOut-of-sample, this strategy beats the S&P 500 on risk-adjusted returns: Sharpe ~2.77 vs ~2.04, annualized return ~126% vs ~43%, and Calmar ~41, signaling far stronger upside capture with robust risk management.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.13 | 0.87 | 0.5 | 0.7 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 170.08% | 17.98% | 0.09% | 13.88% | 1.06 | |
| 377.9% | 29.74% | 2.35% | 20.06% | 1.35 |
Initial Investment
$10,000.00
Final Value
$47,790.17Regulatory Fees
$78.02
Total Slippage
$305.02
Invest in this strategy
OOS Start Date
Jun 8, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, risk-on/risk-off, managed futures, inverse hedges, us equities, bonds, t-bills
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
RSP
Invesco S&P 500 Equal Weight ETF
Stocks
RWM
ProShares Short Russell2000
Stocks