D-Fence v1.0 (@K Roth) 29 | 19 | 2020
Today’s Change (Jul 13, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily switch: when major indexes are in downtrends and Consumer Staples lead, it moves to T‑bills, stable bonds, managed futures, and inverse/volatility hedges. Otherwise it holds broad U.S. stocks (cap‑ and equal‑weight) with a small dose of leverage.
How it worksChecked daily. If SPY (S&P 500) and QQQ (Nasdaq‑100) are both below their 200‑day averages (a long‑term trendline) and Consumer Staples (XLP) shows stronger short‑term momentum than SPY (RSI = a 0–100 recent‑strength score) and XLP is above SPY’s long‑term line, it shifts to Defense: 20% T‑bill ETFs, 20% the most stable bond ETF, 30% managed futures (DBMF), 30% two low‑vol inverse/vol funds (SH/PSQ/RWM/VIXY). Otherwise, it splits equally across SPY, QQQ, RSP, QQQE, plus small slices in 2× SSO and QLD.
Value propOut-of-sample Calmar ~14.36 and a disciplined regime-switching mix of cash-like Treasuries, stable bonds, managed futures, and hedges offer greater risk-adjusted resilience than the S&P 500, with upside participation and downside cushioning in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.12 | 0.88 | 0.5 | 0.71 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 173.91% | 18.09% | 4.34% | 11.4% | 1.07 | |
| 377.94% | 29.45% | 5.96% | 19.7% | 1.34 |
Initial Investment
$10,000.00
Final Value
$47,794.23Regulatory Fees
$78.45
Total Slippage
$305.52
Invest in this strategy
OOS Start Date
Jun 28, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,risk-on/risk-off,trend-following,managed futures,inverse hedges,volatility,bonds,cash-like t-bills,daily rebalance
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