Four Corners v1.2 | nicomavis
Today’s Change (Jan 19, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules-based, diversified “four-corners” strategy. Quick trades fade extremes; otherwise it picks a basket based on tech vs utilities leadership and credit vs cash. Equal-weights liquid ETFs, aims for high Sharpe, and avoids big short bets.
How it worksIt’s a rules-based, “four-corners” playbook with quick overrides.
1) Quick moves: If QQQ is very oversold (RSI<30), buy a short-term bounce basket (tech + bonds + US dollar). If QQQ or value is overheated (RSI>79), hold short-term hedges (long Treasuries, market‑neutral, volatility). RSI is a speedometer of recent ups vs downs; high = hot, low = washed out.
2) Core matrix: If tech (QQQ) is leading utilities (VPU), that’s a growth regime; otherwise it’s defensive. If corporate bonds (CORP) are beating T‑Bills (BIL), credit is risk‑on; otherwise risk‑off. Each quadrant holds an even, liquid mix suited to that backdrop, blending stocks with Treasuries, miners/commodities, the US dollar, and neutral/hedge funds as needed.
Value propFour-corners, rules-based strategy offering S&P-like upside with stronger downside protection. OOS: ~18.8% return vs ~19% S&P; max drawdown ~14.7% vs ~18.8%; beta ~0.85; Calmar ~1.28. Diversified, liquid ETFs; limited short risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.36 | 0.7 | 0.32 | 0.56 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 401.89% | 13.85% | 2.19% | 5.01% | 0.84 | |
| 24,100.38% | 55.48% | 0.15% | -5.95% | 2.18 |
Initial Investment
$10,000.00
Final Value
$2,420,037.92Regulatory Fees
$10,065.52
Total Slippage
$63,335.86
Invest in this strategy
OOS Start Date
Apr 9, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, regime switching, momentum, mean reversion, multi-asset, hedged, risk-managed, leveraged etfs, volatility-aware
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Stocks
FMF
First Trust Managed Futures Strategy Fund
Stocks
GDX
VanEck Gold Miners ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
PICK
iShares MSCI Global Metals & Mining Producers ETF
Stocks