Dippy Qutie V.1 π 5/29/22
Todayβs Change (Oct 22, 2026)
β
A symphony is an automated trading strategy β Learn more about symphonies here
About
A daily market-timing strategy that flips between a bearish crash bet, a tech rebound trade, short-term bonds, or a longer-term choice between US stocks and commodities.
This strategy checks the market every day.
1) If market fear is surging, it goes fully into SPXU, a fund that rises when the S&P 500 falls.
2) If fear is not surging but tech stocks recently dropped hard, it buys TQQQ for a reboundβunless TQQQ already jumped sharply that day, in which case it hides in short-term bonds (BSV).
3) Otherwise, it compares US stocks (SPY) and commodities (DBC) over several long time periods and leans toward the one with the stronger track record.
Out-of-sample: ~28.9% annualized return vs SPY ~16.9%; Calmar β0.73 with diversified exposure to stocks, commodities, and volatility hedges. Higher upside, but drawdowns can be larger (β39.6%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.23 | 0.94 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 663.09% | 13.91% | -0.05% | 3.57% | 0.85 | |
| 11,600.46% | 35.68% | 8.56% | 20.63% | 1.04 |
Initial Investment
$10,000.00
Final Value
$1,170,045.67Regulatory Fees
$2,749.20
Total Slippage
$18,775.55
Invest in this strategy
OOS Start Date
May 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, trend following, regime switching, leveraged etfs, stocks, commodities, bonds
Tickers in this symphonyThis symphony trades 7 assets in total