Early Works - Total Market Popped 2x
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving, aggressive strategy that tries to buy sharp rebounds, defend during selloffs, and sometimes bet on volatility spikes using leveraged stock, inverse, and bond funds.
This strategy checks the market every day and splits money across 3 mini-systems tied to the S&P 500, Nasdaq, and chip stocks.
It uses a “market temperature” gauge to spot when prices look unusually stretched. If markets look very beaten down, it buys aggressive stock funds for a rebound. If the market has recently dropped hard, it may switch to bearish funds or short-term bonds. One sleeve also buys a volatility fund when markets look too overheated.
Higher growth potential: out-of-sample annualized return ~33.7% vs S&P ~19.9%, with alpha and diversified tactical bets. Calmar ~0.86 signals upside and downside-adjusted performance, but expect larger drawdowns (~39%) than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.39 | 1.04 | 0.31 | 0.56 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 793.64% | 15.7% | -0.05% | 3.57% | 0.96 | |
| 193,954.63% | 65.56% | -1.57% | 5.47% | 1.78 |
Initial Investment
$10,000.00
Final Value
$19,405,462.73Regulatory Fees
$48,917.02
Total Slippage
$436,860.17
Invest in this strategy
OOS Start Date
Nov 22, 2022
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, tactical asset allocation, leveraged etfs, inverse etfs, volatility trading, daily rebalancing, us equities, semiconductors
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
USD
ProShares Ultra Semiconductors
Stocks