Fuck You, I Won't Do What You Tell Me
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, rules‑based trader that toggles daily between volatility spikes, dip‑buys, or trends. It uses simple “hot/cold” and trend checks, plus bond‑vs‑stock signals, to move among leveraged tech/EM, cash‑like T‑Bills, or volatility hedges.
Each day it follows simple switches. RSI (a 0–100 “hot/cold” gauge) flags when stocks look too hot; then it briefly buys UVXY (a volatility‑spike fund). If vol is high, it buys sharp dips or runs a core playbook that flips offense/defense using KMLM (a managed‑futures ETF) vs its 20‑day average. If calm, it trades emerging markets. A weak inflation trend (RINF) shifts to a fast one‑pick module that chooses a single 3× bull/bear ETF using bond‑vs‑stock cues.
Out-of-sample edge: annualized return ~107.6% vs SPY ~20%; Sharpe ~1.28 vs ~1.06; alpha ~0.77; Calmar ~2.42. Strong risk-adjusted gains across regimes, with higher drawdowns but far more upside than the S&P 500.
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Invest in this strategy
OOS Start Date
Jan 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, volatility timing, trend + mean reversion, intermarket signals, daily rebalancing
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 Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks