DIAmond Hands
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 market-timing strategy that trades the Dow, switching daily between bullish, bearish, gold, and Treasury positions based on inflation, momentum, and long-term trend signals.
This strategy makes a daily bet on the Dow Jones using a few market “thermometers.”
It first checks inflation trends using RINF. Then it compares recent strength in bonds (BND) versus growth stocks (QQQ), and checks whether the Dow (DIA) looks overheated or beaten down using RSI, a 0–100 momentum gauge.
Depending on those signals, it rotates among: very aggressive bullish Dow (UDOW), very aggressive bearish Dow (SDOW), regular Dow (DIA), mild bearish Dow (DOG), gold (GLD), or long-term Treasury bonds (TMF).
Aggressive Dow-timing strategy beats the S&P 500 out of sample: ~42.55% annualized vs ~17.07% for SPY, Sharpe ~1.30 vs ~1.05, Calmar ~1.63. Expect higher drawdowns (~26% vs ~19%), but superior risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.16 | 0.95 | 0.31 | 0.56 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 594.97% | 14.91% | -0.05% | 3.57% | 0.92 | |
| 3,968.72% | 30.42% | 3.88% | 3.25% | 1.07 |
Initial Investment
$10,000.00
Final Value
$406,871.56Regulatory Fees
$1,300.72
Total Slippage
$10,752.34
Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, dow timing, leveraged/inverse etfs, trend following, mean reversion, macro regime
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DOG
ProShares Short Dow30
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RINF
ProShares Inflation Expectations ETF
Stocks
SDOW
ProShares UltraPro Short Dow 30
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks