Front Run | Dip Buy | Just Run This
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily strategy that either bets on market fear when stocks look too hot, buys sharp dips in high-risk bullish funds, or hides in cash/defensive holdings when conditions are unclear.
Each day, the strategy checks whether major stock indexes and sectors have risen too fast recently. If they look overheated, it shifts into volatility funds that tend to benefit when markets get shaky.
If markets are not overheated, it looks for sharp selloffs in aggressive bullish funds and buys the first deep dip it finds. If nothing looks attractive, it falls back to cash-like T-bills, a defensive hedge, or a small basket of strong stocks.
Diversified tactical overlay with low beta (~0.52) and hedges. In OOS testing it delivers a distinct risk-adjusted profile (Calmar ~0.65) and dip-buy opportunities, complementing SPY rather than chasing raw index returns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.98 | 0.61 | 0.09 | 0.3 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 175.39% | 15.83% | -0.05% | 3.57% | 0.84 | |
| 101,541.88% | 173.06% | -15.57% | -10.75% | 2.66 |
Initial Investment
$10,000.00
Final Value
$10,164,187.70Regulatory Fees
$31,828.29
Total Slippage
$289,416.75
Invest in this strategy
OOS Start Date
Aug 22, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily-rebalance, mean-reversion, volatility-trading, leveraged-etfs, risk-on/risk-off, dip-buying, defensive-rotation
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