Double Whammy
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that picks from several market-timing systems each day, chasing the ones working best and switching between aggressive leveraged stock bets and defensive assets.
This strategy is a 'manager of managers.' Every day, it looks across several mini-strategies and puts money into the ones that have been working best lately.
Those mini-strategies watch things like: Is the U.S. stock market trending up? Is market fear spiking? Are tech stocks beating utilities? Are bonds acting stronger than stocks?
When conditions look good, it often buys aggressive funds tied to the S&P 500, Nasdaq, or Dow—usually with leverage, which magnifies gains and losses. When conditions look bad, it shifts toward safer or defensive areas like Treasury bills, bonds, utilities, gold, the U.S. dollar, or commodities.
Dynamic manager-of-managers strategy riding the strongest short-term signals across multiple systems, switching between leveraged equities and defensives. OOS return ~41% vs S&P ~22%, with solid Calmar (~1.26) and Sharpe (~1.37). Beta ~1.01.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.63 | 0.77 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 260.65% | 14.99% | -0.05% | 3.57% | 0.85 | |
| 65,039.37% | 102.5% | 3.47% | -0.64% | 2.41 |
Initial Investment
$10,000.00
Final Value
$6,513,936.71Regulatory Fees
$28,219.65
Total Slippage
$227,813.45
Invest in this strategy
OOS Start Date
Nov 18, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, strategy-of-strategies, momentum, trend following, risk-on/risk-off, leveraged etfs, volatility trading
Tickers in this symphonyThis symphony trades 88 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks