Dippy Qutie V.1 ๐ 5/29/22
Todayโs Change (Sep 21, 2026)
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A symphony is an automated trading strategy โ Learn more about symphonies here
About
A daily, tactical strategy: short stocks hard when fear surges, buy tech dips (or hide in bonds after sharp bounces), and otherwise ride the longโterm winner between U.S. stocks and commodities. Uses 3x ETFsโexpect high volatility.
How it worksEach day it checks โfearโ and recent moves, then picks one holding.
- If the volatility ETF (VIXM) has been rising strongly (RSI = a score of recent ups vs downs; high means strong rise), it buys SPXU (a fund that rises 3x when the S&P 500 falls).
- Else, if the Nasdaq-100 (QQQ) fell >3% in 5 days: if yesterday the 3x Nasdaq fund (TQQQ) jumped >5%, it parks in short-term bonds (BSV); otherwise it buys TQQQ.
- If none of that, it holds the longโterm winner between U.S. stocks (SPY) and commodities (DBC) using several lookback periods.
Value propOut-of-sample, this strategy targets ~28% annualized return vs SPYโs ~17%, with a meaningful risk-adjusted edge (Sharpe ~0.87). It uses volatility/timing to short fear and ride winners, aiming for alpha beyond the S&Pโalbeit with higher drawdowns.
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 | |
|---|---|---|---|---|---|
| 651.84% | 13.88% | -0.5% | 2.26% | 0.85 | |
| 10,736.63% | 35.25% | 8.51% | 28.64% | 1.03 |
Initial Investment
$10,000.00
Final Value
$1,083,663.05Regulatory Fees
$2,601.34
Total Slippage
$17,583.44
Invest in this strategy
OOS Start Date
May 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, leveraged etfs, trend following, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total