[DEPRECATED] V1.1 | Fund Surfing | Michael B | 2x
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that buys the most out-of-favor stock fund when markets are calm, but switches to aggressive leveraged Treasury bets when stock-market volatility gets too high.
How it worksThis strategy first checks whether the U.S. stock market has been relatively calm or unusually jumpy over the last 10 days.
If things are calm, it picks one fund from a short list of stock and bond funds — including 2x stock funds — that has been the most beaten down recently, using RSI (a score of recent hot vs. cold performance).
If markets are too jumpy, it switches to a much more aggressive bond trade and chooses between a 3x fund that benefits when Treasury bond prices rise and a 3x fund that benefits when they fall.
Value propRegime-switching strategy aims higher upside: calm markets buy beaten-down funds; volatile markets use leveraged Treasuries. Out-of-sample: 25.4% vs 20.9% for the S&P, but 40% max drawdown vs 19%—higher risk, higher potential.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.15 | 1.3 | 0.6 | 0.77 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 1,147.93% | 15.54% | -0.05% | 3.57% | 0.93 | |
| 26,027.6% | 37.51% | -1.05% | -1.64% | 1.25 |
Initial Investment
$10,000.00
Final Value
$2,612,759.87Regulatory Fees
$8,147.80
Total Slippage
$60,777.60
Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, regime switching, mean reversion, stocks, treasuries, long-short bonds
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type