Frontrunner.BDRY.MomentumStocks
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 trading strategy that rotates between momentum stocks, leveraged sector funds, volatility hedges, bonds, cash, and bearish funds based on short-term market conditions.
This strategy is a fast-moving market timing system. It checks whether stocks look overheated, washed out, or fearful, using recent price speed. If markets look too hot, it shifts into fear/defense funds. If markets look beaten down, it tries to catch rebounds. Otherwise, it buys whichever recent winner looks strongest from a large stock list or a small group of leveraged sector funds, while sometimes using bonds, cash, or inverse funds to bet against the market.
Out-of-sample, this strategy outperforms SPY on risk-adjusted returns: Sharpe ~1.26 vs 1.15, Calmar ~1.59, and ~105% annualized return vs ~15% for SPY, driven by tactical momentum and hedging.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.7 | 1.21 | 0.06 | 0.24 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 76.73% | 19.15% | -0.05% | 3.57% | 1.24 | |
| 20,036.58% | 411.59% | -0.07% | 67.92% | 2.52 |
Initial Investment
$10,000.00
Final Value
$2,013,658.36Regulatory Fees
$5,067.69
Total Slippage
$43,406.21
Invest in this strategy
OOS Start Date
Nov 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, leveraged etfs, inverse etfs, volatility hedge, long-short defensive, daily rebalance
Tickers in this symphonyThis symphony trades 102 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABNB
Airbnb, Inc. Class A Common Stock
Stocks
ADBE
Adobe Inc.
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
APP
Applovin Corporation Class A Common Stock
Stocks
ASML
ASML Holding NV
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BABA
Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
Stocks