Diversification For The Long Term (No K-1 & SQQQ Edit)
Today’s Change (Jul 19, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
One‑holding, daily strategy. In uptrends it holds global stocks unless the market is “too hot,” then it shifts to volatility. In downtrends it buys rebounds or rotates to either bearish Nasdaq exposure or long Treasuries.
How it worksDaily steps: 1) Is SPY above its 200‑day average (long‑term uptrend)? If yes, hold VT (global stocks) unless 10‑day RSI (a 0–100 “hot/cold” gauge) on leveraged TQQQ/SPXL is very high (>~80); then hold VXX (volatility).
2) If SPY is below: if RSI on TQQQ or SPY is very low (<~30), hold VT (rebound). Otherwise, if TQQQ is below its 20‑day avg, hold the stronger of SQQQ (3x inverse Nasdaq‑100) or TLT (long US Treasuries). Else, if SQQQ RSI is low, hold SQQQ; otherwise VT.
Value propPositive out-of-sample alpha with a notably lower beta than the S&P 500 and built-in hedges (volatility, inverse Nasdaq, Treasuries). Provides meaningful diversification and potential risk reduction across regimes, even when OOS returns are similar or modestly below SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.71 | -0.25 | 0.02 | -0.13 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 203.32% | 13.99% | 0.57% | 4.94% | 0.78 | |
| 16,359.7% | 82.65% | -0.68% | -3.55% | 1.8 |
Initial Investment
$10,000.00
Final Value
$1,645,970.35Regulatory Fees
$2,372.83
Total Slippage
$21,085.95
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend regime filter, momentum and mean-reversion, volatility hedge, leveraged etfs
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type