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Frontrunner: EDC
Today’s Change

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About

A daily, high-risk, contrarian strategy that rotates among cash, volatility, and leveraged EM/tech/Europe ETFs. It buys big dips, fades big spikes, and uses a shipping ETF’s strength as a risk-off signal.
NutHow it works
Daily, single-position, contrarian. If shipping (BDRY) looks strong (RSI>50; 0–100 heat), sit in T-bills (BIL). Otherwise: - If EDC (3x EM up) is hot, jump to UVXY (volatility). - If EDC is cold or crashed, buy EDC. - If EDC pops >11%, flip to EDZ (3x EM down). - If EDC is weak, buy today’s biggest loser of EDC/SOXL/TECL. - If Europe (EURL 3x) is hot, buy today’s worst of YINN/KORU/BRZU/INDL/EDC/UVXY. Else hold BIL.
CheckmarkValue prop
Out-of-sample contrarian strategy: 12.39%/yr vs SPY 14.68%, but with lower drawdown (15.87% vs 18.76%), beta 0.51, Calmar 0.78, Sharpe 0.58. Offers risk control and diversification with mean-reversion upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.33
0.12
0.01
0.08
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
167.37%
14.2%
-1.67%
2.89%
0.77
882.23%
36.12%
0.31%
1.03%
1.22
Initial Investment
$10,000.00
Final Value
$98,223.08
Regulatory Fees
$126.10
Total Slippage
$787.64
Invest in this strategy
OOS Start Date
Nov 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Contrarian, mean-reversion, daily rebalanced, leveraged etfs, emerging markets, tech, volatility hedge, risk filter, single-position
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type