Fund Surfing Switch Board
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A switchboard that buys S&P 500 (SPY/SSO/UPRO) on calm, buy‑the‑dip signals and otherwise moves to safety (SHY or U.S.$+gold+staples). It tests several short lookbacks and runs the playbook with the best recent results.
Each day it ranks several playbooks and runs the recent best.
- If the S&P 500 (SPY) has been calm, it compares a “hot/cold” score (RSI = how stretched moves are) for stocks vs short‑term Treasuries (SHY). If stocks look washed‑out, buy SPY (or 2× SSO, 3× UPRO); otherwise use safety: SHY or a mix (UUP=U.S.$, GLD=gold, XLP=consumer‑staples).
- Uses multiple 2–8‑week lookbacks.
Out-of-sample, this strategy beats SPY on risk-adjusted return and drawdown: Sharpe 1.36 vs 1.11, 29.9% vs 18.0%, Calmar 1.68, max DD 17.8% vs 18.8%. Lower beta means calmer swings with built-in safety.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.16 | 0.65 | 0.37 | 0.61 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 888.95% | 14.5% | -0.5% | 2.26% | 0.88 | |
| 6,219.2% | 27.76% | -0.84% | 7.31% | 1.45 |
Initial Investment
$10,000.00
Final Value
$631,920.20Regulatory Fees
$2,753.53
Total Slippage
$22,134.74
Invest in this strategy
OOS Start Date
Apr 1, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, contrarian rsi, s&p 500, treasuries, leveraged etfs, defensive mix (uup/gld/xlp)
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks