Diversification For The Long Term
Today’s Change (Aug 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A simple daily switcher: usually hold VT (global stocks). In hot uptrends it briefly flips to UVXY (volatility) if 3× stock funds look stretched; in weak trends it may shift to TLT (long Treasuries) if tech lags. Uses long‑term trend and short‑term “heat” rules.
How it works1) Check trend: Is SPY (US large stocks) above its 200‑day average price? Yes = uptrend.
Uptrend: If TQQQ or SPXL (3× stock funds) show extreme short‑term “heat” >~80, hold UVXY (a fear/volatility fund that jumps when stocks wobble). Otherwise hold VT (total world stocks).
Downtrend: If heat is very low (<~30), hold VT. Else if TQQQ is below its 20‑day average, hold TLT (long US Treasuries); else VT.
“Heat” = a 0–100 recent‑moves score. “Average” = past‑N‑day mean. Leveraged funds act as thermometers.
Value propBalanced, risk-conscious strategy: OOS 12.53% vs SPY 20.62%, but drawdown 15.56% vs 16.62% with Calmar ~0.81. Tactical hedges and a bond tilt offer steadier, better risk‑adjusted growth in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.34 | 0.47 | 0.08 | 0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.25% | 15.88% | 2.3% | 5% | 0.96 | |
| 26,552.52% | 45.83% | 1.34% | -1.88% | 1.47 |
Initial Investment
$10,000.00
Final Value
$2,665,252.30Regulatory Fees
$3,960.15
Total Slippage
$35,303.44
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, global equities, treasuries, volatility hedge, daily rebalancing
Tickers in this symphonyThis symphony trades 6 assets in total