Enneigement
Today’s Change (Jun 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Snowflake‑centric strategy: buy SNOW aggressively after sharp pullbacks, lean in after smaller dips, keep a balanced mix when SNOW trends up, and otherwise rotate into the 3 strongest big‑tech/semiconductor names, equally weighted.
It watches Snowflake (SNOW). If SNOW had a big recent drop from a prior peak, it goes 100% into SNOW (buy the dip). A smaller drop → 75% SNOW with some Microsoft (MSFT) and ASML (chip equipment). If SNOW’s short‑term trend is up, it holds 50% SNOW plus small slices of gold (GLD), US Treasuries (IEF, SHY), silver miners (SIL), and ASML. Otherwise it equally owns the 3 best recent performers from a list of large tech names (e.g., NVDA, AMD, MSFT, etc.).
Out-of-sample SNOW-focused strategy beats SPY on risk-adjusted metrics: Sharpe ~2.90 vs 1.03, Calmar ~30.7. It buys SNOW dips, rotates to top tech/semis, and adds ballast with GLD and Treasuries.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.01 | 1.67 | 0.33 | 0.57 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 141.17% | 16.71% | 1.36% | 13.5% | 1 | |
| 161.09% | 18.34% | 13.73% | 6.03% | 0.59 |
Initial Investment
$10,000.00
Final Value
$26,108.60Regulatory Fees
$98.33
Total Slippage
$807.25
Invest in this strategy
OOS Start Date
May 16, 2026
Trading Setting
Threshold 5%
Type
Stocks
Category
Tech-heavy, semiconductors, cloud software, buy-the-dip, momentum rotation, regime-based, gold/treasuries diversifier
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
AMD
Advanced Micro Devices
Stocks
ASML
ASML Holding NV
Stocks
CSCO
Cisco Systems, Inc. Common Stock (DE)
Stocks
DDOG
Datadog, Inc. Class A Common Stock
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
MSFT
Microsoft Corp
Stocks
MU
Micron Technology, Inc.
Stocks
NVDA
Nvidia Corp
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks