DOT COM Bust (Apr 26 1999)
Today’s Change (Sep 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
First check if the market is in an uptrend. In uptrends, ride a single standout (Monster Beverage) when momentum is very strong; otherwise split between SPY and QQQ. In downtrends, buy tech on sharp selloffs or stay defensive in consumer staples.
Tickers: SPY=S&P 500 (US stocks), QQQ=Nasdaq‑100 (big tech), MNST=Monster Beverage (energy drinks), XLK=Tech, XLP=Consumer Staples. RSI is a 0–100 “speed/heat” gauge; >80 very hot, <30 washed‑out. Uptrend test = short‑term price above long‑term.
Rules: If SPY is in an uptrend: if QQQ RSI(10)>80 or SPY RSI(10)>80 or SPY RSI(60)>60 → hold MNST; else 50/50 SPY+QQQ. If not an uptrend: if QQQ RSI(10)<30 → XLK; else XLP.
Out-of-sample edge: 28.4% annualized return vs SPY’s 20.4%, Sharpe 1.34 vs 1.30, max drawdown 12.8% vs 18.8%, Calmar 2.22. Momentum-led uptrends + defensive bear signals deliver higher upside with lower risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.15 | 0.83 | 0.53 | 0.73 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 883.35% | 8.69% | 1.27% | 4.17% | 0.53 | |
| 29,420.01% | 23.03% | 2.63% | 2.34% | 1.05 |
Initial Investment
$10,000.00
Final Value
$2,952,001.12Regulatory Fees
$6,697.53
Total Slippage
$47,642.98
Invest in this strategy
OOS Start Date
Aug 9, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Us equities, trend-following, momentum, sector rotation, tactical allocation, single-stock tilt
Tickers in this symphonyThis symphony trades 5 assets in total