GLP1 ETF Fixed
Today’s Change (Nov 6, 2026)
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About
A simple two-stock strategy that switches between Eli Lilly and Novo Nordisk, choosing whichever has been less jumpy over the past 10 trading days.
This strategy focuses on two drugmakers tied to the fast-growing weight-loss and diabetes drug market: Eli Lilly (LLY) and Novo Nordisk (NVO).
It looks back over the last 10 trading days and measures which stock has had the steadier ride — meaning smaller day-to-day price swings. It then puts the portfolio into the calmer of the two. In practice, it usually holds just one stock at a time.
Out-of-sample annualized return ~36% vs S&P ~14%; Sharpe ~1 and beta ~0.58. A focused GLP-1 rotation between LLY/NVO, favoring steadier moves and higher risk-adjusted returns with lower market exposure than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.15 | 0.59 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 2,609.8% | 10.61% | -5.4% | -4.54% | 0.63 | |
| 34,160.94% | 19.52% | 7.35% | 13.49% | 0.78 |
Initial Investment
$10,000.00
Final Value
$3,426,093.65Regulatory Fees
$7,124.44
Total Slippage
$50,939.89
Invest in this strategy
OOS Start Date
Sep 19, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Equities, healthcare, pharmaceuticals, thematic, low-volatility, tactical rotation, concentrated
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
LLY
Eli Lilly & Co.
Stocks
NVO
Novo-Nordisk A/S
Stocks