Fire on the Mountain Revamp WM 74
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rule-driven, daily‑rebalanced, multi‑asset strategy that rides tech/S&P uptrends with leveraged ETFs, and quickly flips to cash, shorts, volatility, USD, gold, or oil when risk rises. Uses trend, drawdown, and overbought/oversold signals.
It watches trend, “heat” (overbought/oversold), and recent drops. In uptrends it rides tech/S&P (often with 3x ETFs). If markets look overheated or crack, it flips to cash, shorts, or volatility. Side bets toggle USD vs euro, gold, and oil based on bond signals.
It rebalances daily.
Dynamic, rule-based multi-asset strategy to diversify beyond the S&P and hedge risk with cash, vol, FX, and gold. Out-of-sample data show higher drawdowns, so best as a diversification sleeve, not core equity.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.29 | 0.39 | 0.02 | 0.16 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 143.8% | 15.2% | -0.15% | 0.4% | 0.8 | |
| 245,038.46% | 245.31% | 22.93% | -10.27% | 2.72 |
Initial Investment
$10,000.00
Final Value
$24,513,845.64Regulatory Fees
$89,176.88
Total Slippage
$614,250.42
Invest in this strategy
OOS Start Date
Nov 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend + mean reversion, volatility hedging, leveraged etfs, risk-on/risk-off, fx, gold, oil, dividend tilt
Tickers in this symphonyThis symphony trades 80 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
DGRW
WisdomTree Trust WisdomTree U.S. Quality Dividend Growth Fund
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EUO
ProShares UltraShort Euro
Stocks
FEZ
State Street SPDR EURO STOXX 50 ETF
Stocks
FLRN
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
Stocks