Fuck You, I Won't Do What You Tell Me
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 market-timing strategy that flips among leveraged stock funds, volatility funds, inverse funds, emerging markets, and T-bills based on short-term signs of overheating, panic, and market regime shifts.
This strategy checks the market every day and makes one big bet based on what looks strongest or most stressed.
If stocks look too overheated, it moves into volatility funds that tend to rise when fear jumps. If markets look washed out, it buys aggressive funds tied to tech, semiconductors, or the S&P 500. It also uses bond funds and KMLM, a managed-futures fund, as a kind of market “weather signal” to decide when to be bold, defensive, or sit in T-bills.
High-upside, regime-aware: out-of-sample annualized return ~39.9% vs SPY ~18.5%, driven by dynamic bets across leveraged stocks, volatility and macro signals. Drawdowns can be severe (~72%), suited for risk-tolerant investors seeking alpha.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.04 | 0.56 | 0.01 | 0.12 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 90.85% | 13.72% | -0.05% | 3.57% | 0.84 | |
| 728,214.09% | 486.4% | 6.64% | 103.58% | 2.54 |
Initial Investment
$10,000.00
Final Value
$72,831,408.73Regulatory Fees
$309,706.87
Total Slippage
$2,943,300.29
Invest in this strategy
OOS Start Date
Jan 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility trading, mean reversion, trend following, regime switching, risk-on/risk-off
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks