Front Run | Dip Buy | Just Run This
Today’s Change (Jul 15, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily tactical plan: when markets are “too hot,” buy volatility; when volatility’s hot, hold cash; otherwise buy oversold 3× ETFs for rebounds. If nothing is extreme, park in a steady, lower‑vol stock/defensive mix.
Each day it reads a 0–100 “heat” score (RSI) for big market funds (SPY, QQQ, etc.). If markets look too hot, it tries to front‑run a pullback by buying VIX funds (UVXY/VIXY/VIXM), which usually rise when stocks fall—scaling from mild to aggressive. If volatility is already hot, it sits in T‑bill cash (BIL). Otherwise it buys sharp dips in fast 3× bull ETFs (TQQQ, SOXL, SPXL, etc.). If no clear dip, it holds steadier names (LLY, NVO, COST, PGR/GE) or sometimes BTAL.
Out-of-sample edge: 22.8% annual return vs SPY 18.9%, lower max drawdown (17.65% vs 18.76%), Calmar 1.29 and Sharpe ~0.92. A volatility-timing, dip-buying strategy aiming higher upside with less risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.04 | 0.6 | 0.09 | 0.3 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 167.15% | 16.01% | -0.14% | 8.54% | 0.84 | |
| 113,702.69% | 189.73% | -0.11% | 0.19% | 2.8 |
Initial Investment
$10,000.00
Final Value
$11,380,268.56Regulatory Fees
$28,638.68
Total Slippage
$262,356.35
Invest in this strategy
OOS Start Date
Aug 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, dip buying, leveraged etfs, vix etps, swing trading, risk-on/risk-off
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
GE
GE Aerospace
Stocks
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NUGT
Direxion Daily Gold Miners Index Bull 2X ETF
Stocks
NVO
Novo-Nordisk A/S
Stocks