Frontrunner: Bonds & Corp
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, high-risk trading system that uses bond-market warning signs to switch into leveraged bets on tech, semiconductors, volatility, gold, or cash-like T-bills.
This strategy watches the bond market for signs of stress or calm, then makes a short-term bet using very aggressive funds tied to stock indexes, semiconductor stocks, market volatility, gold, or Treasuries.
It often buys the option that fell the most yesterday, betting on a bounce. If none of its warning signals are extreme, it parks in short-term T-bills.
Out-of-sample annualized return ~35.6% vs SPY ~17.5%, drawdown ~6.7% vs ~18.8%, Sharpe ~1.40 vs ~1.04, Calmar ~5.34. Higher upside with tighter risk and low/negative correlation to the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.72 | -0.37 | 0.02 | -0.16 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 777.41% | 15.57% | -0.05% | 3.57% | 0.95 | |
| 766,245.54% | 81.45% | 4.19% | 4.84% | 1.67 |
Initial Investment
$10,000.00
Final Value
$76,634,554.28Regulatory Fees
$75,737.88
Total Slippage
$713,439.99
Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, contrarian, volatility trading, leveraged etfs, bond-signal driven, daily rebalancing
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
KIE
State Street SPDR S&P Insurance ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
PEJ
Invesco Leisure and Entertainment ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks