Skip to Content
Frontrunner: Bonds & Corp
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, bond‑signal‑driven strategy. It reads big moves in bond ETFs to judge risk, then puts 100% into one high‑octane ETF (volatility, semis, tech, gold) or cash, often buying the day’s loser for a short‑term bounce. Very aggressive and volatile.
NutHow it works
Each day it checks big, unusual moves in bond funds (junk bonds HYG; Treasuries TLT/SHY/TMF; corporate bonds LQD/CORP). Those moves act like a risk-on/risk-off thermometer. It then puts 100% into ONE ETF for the day—usually the worst performer in a small group (a bounce bet). If no big move, it uses an RSI gauge (a 0–100 “speedometer” of recent ups vs downs) on bonds/sectors (insurance KIE, leisure PEJ) to pick tech/semis, volatility (UVXY/SVXY), gold, or T‑Bills (BIL). Uses leveraged ETFs; very volatile.
CheckmarkValue prop
Out-of-sample annualized return ~47.5% vs S&P ~20.4%; Sharpe ~1.34 vs ~1.01; max drawdown ~6.7% vs ~18.8%; negative beta. A high-upside, diversified strategy with stronger risk-adjusted gains and better downside protection than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.76
-0.39
0.03
-0.16
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
667.33%
15.57%
3.07%
6.63%
0.94
619,926.94%
85.93%
0.3%
1.02%
1.69
Initial Investment
$10,000.00
Final Value
$62,002,694.47
Regulatory Fees
$89,022.78
Total Slippage
$628,767.65
Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, bond-driven signals, mean reversion, leveraged etfs, volatility trading, sector rotation, single-etf allocation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type