fuck this im out
Today’s Change (Feb 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Buys a 3× tech fund only when big tech is deeply oversold; otherwise sits in short‑term T‑bills. A volatility spike forces cash. Rebalanced daily; high risk when invested.
Each day it checks two things:
1) UVXY (a “fear” ETF tied to market volatility). If its RSI—a score of how extreme recent moves have been—rises above 65, the strategy parks in BIL (short‑term T‑bills).
2) If fear isn’t high, it asks if QQQ (big tech) looks very oversold (RSI < 30). If yes, it buys TECL (a 3× tech fund). If not, it stays in BIL.
Strong risk-adjusted edge: out-of-sample Sharpe 4.63 vs SPY 2.34; OOS max drawdown 1.1% vs 6.3%; disciplined volatility-filtered tech exposure aims to protect capital while seeking upside, outperforming on risk control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.12 | 0.16 | 0.04 | 0.19 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 589.43% | 14.68% | 1.75% | 5.97% | 0.91 | |
| 552.89% | 14.24% | 12.11% | 13.89% | 1.06 |
Initial Investment
$10,000.00
Final Value
$65,289.27Regulatory Fees
$93.76
Total Slippage
$482.15
Invest in this strategy
OOS Start Date
Apr 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Buy-the-dip, volatility filter, leveraged etfs, tech-focused, risk-off to t-bills, daily rebalanced
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks