Diversification For The Long Term
Today’s Change (Sep 20, 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 propOut-of-sample, this rules-based daily-switch strategy stays mostly in VT with UVXY/TLT hedges. It lowers drawdown (15.6% vs SPY's 16.6%) and delivers disciplined risk-adjusted returns (Calmar ~0.70), offering more resilience than a pure S&P 500 ride.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.33 | 0.47 | 0.08 | 0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 780.46% | 15.69% | -0.5% | 2.26% | 0.96 | |
| 26,389.62% | 45.33% | -0.69% | 0.82% | 1.46 |
Initial Investment
$10,000.00
Final Value
$2,648,962.18Regulatory Fees
$4,014.70
Total Slippage
$35,300.67
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