Diversification For The Long Term (No K-1 & SQQQ Edit)
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A market-timing strategy that usually owns the global stock market, but switches into a fear hedge, long bonds, or a bearish tech trade when conditions look overheated or weak.
How it worksThis strategy usually owns VT, which is a fund holding stocks from around the world.
It first asks: is the U.S. stock market in a healthy long-term trend? If yes, it stays in VT unless the market looks too overheated, in which case it moves to VXX, a fund that tends to rise when fear jumps.
If the market trend looks weak, it checks whether stocks are so beaten down that a bounce may be likely. If so, it still buys VT. If not, it shifts to defense: either TLT (long U.S. Treasury bonds) or SQQQ (a fund that rises when big tech falls), choosing whichever looks stronger.
Value propOut-of-sample ~15.4% return with low SPY beta (~0.28) and solid risk controls (Calmar ~0.73, Sharpe ~0.68). Global VT exposure plus hedges (VXX/SQQQ/TLT) aims for growth with built-in downside protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.68 | -0.23 | 0.01 | -0.12 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 213.69% | 13.91% | -1.04% | -0.34% | 0.78 | |
| 16,724.34% | 79.3% | -1.44% | -1.39% | 1.77 |
Initial Investment
$10,000.00
Final Value
$1,682,433.98Regulatory Fees
$2,407.21
Total Slippage
$21,085.25
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Global equities, tactical asset allocation, trend-following, mean reversion, risk management, volatility hedge, defensive rotation
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type