Daily Grind Double Popped
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily trading strategy that rotates between leveraged stock funds, a volatility hedge, and defensive assets based on recent market strength, weakness, and fear.
This strategy checks the market every day.
If market fear is spiking, it moves to very short-term Treasury bills (BIL).
If not, it splits into 3 trading bots tied to the S&P 500, Nasdaq, and semiconductors.
Each bot buys sharp dips, steps into a volatility fund after very strong runs, or falls back to a mixed portfolio of stocks, bonds, commodities, the U.S. dollar, and managed futures depending on which areas have been stronger recently.
Out-of-sample: ~46% annualized return vs SPY ~20%, higher risk-adjusted Sharpe (~1.63 vs ~1.31), lower max drawdown (17.6% vs 18.8%), and Calmar ~2.62. Tested over ~1,433 days (~5 years) of data.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.47 | 0.71 | 0.23 | 0.48 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 199.98% | 15.91% | -0.05% | 3.57% | 0.86 | |
| 5,891.83% | 73.34% | 4.14% | 25.78% | 2.06 |
Initial Investment
$10,000.00
Final Value
$599,182.51Regulatory Fees
$1,357.46
Total Slippage
$10,006.05
Invest in this strategy
OOS Start Date
Nov 17, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, mean reversion, momentum, volatility hedge, defensive rotation, multi-asset
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks