EFT Mensuelle
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A monthly “buy the recent winners” strategy: it ranks 11 funds by their last 20 trading days, buys the top 4 equally, and repeats every month.
Once a month, the strategy looks at 11 funds and asks: which 4 did best over roughly the last 20 trading days?
It then puts about 25% in each of those 4 and holds them until the next monthly check. Most choices are U.S. stock funds, but it can also move into bonds (AGG) or gold (GLD) when those have stronger recent performance.
Diversified monthly momentum across 11 ETFs (incl. bonds/gold) to capture leadership shifts and add ballast to SPY. OOS: 9.44% vs 14.52% SPY; drawdown 11.29% vs 8.89%. A complementary, risk-diversifying sleeve for a core SPY position.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.03 | 0.93 | 0.65 | 0.81 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 298.38% | 15.26% | -0.05% | 3.57% | 0.87 | |
| 365.8% | 17.12% | -5.22% | -3.31% | 0.86 |
Initial Investment
$10,000.00
Final Value
$46,580.20Regulatory Fees
$43.57
Total Slippage
$343.27
Invest in this strategy
OOS Start Date
Oct 31, 2025
Trading Setting
Monthly
Type
Stocks
Category
Momentum, etf rotation, monthly rebalance, tactical asset allocation, us equities, bonds, gold, growth/tech, leveraged etf
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
COWZ
Pacer US Cash Cows 100 ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IJH
iShares Core S&P Mid-Cap ETF
Stocks
IWF
iShares Russell 1000 Growth ETF
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYM
State Street SPDR Portfolio S&P 500 ETF
Stocks