Downtown Redux | 4.24.26
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules-based switcher that buys fast-moving tech/semis when trends are healthy, but rapidly flips to shorting, volatility hedges, or cash if the market looks overheated or fearful. Uses leveraged ETFs, so returns and risks are amplified.
Every day it checks if the market looks hot or tired using a “speedometer” (RSI) on big indexes, tech/semis, and volatility. • If too hot, it flips to protection: short tech, buy volatility, or sit in T‑bills. • If washed out or steady, it buys the fastest movers (mainly leveraged Nasdaq/semis) or a small basket of strong large caps. • If fear jumps, it parks in cash-like T‑bills.
Dynamic, rules-based strategy that switches leveraged tech bets and hedges. In out-of-sample data it adds diversification and risk management to SPY, delivering 8.85% annualized return with a 19.9% max drawdown versus SPY’s 24.66% return and 4.49% drawdown.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.16 | 0.05 | 0 | 0.03 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 76.1% | 12.64% | 2.33% | 3.36% | 0.77 | |
| 19,930.33% | 204.9% | 18.33% | 8.92% | 3.58 |
Initial Investment
$10,000.00
Final Value
$2,003,032.89Regulatory Fees
$5,890.66
Total Slippage
$48,845.87
Invest in this strategy
OOS Start Date
Apr 24, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,volatility hedging,leveraged etfs,long/short,tech-heavy,quant,high turnover
Tickers in this symphonyThis symphony trades 90 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