Golden Dragon Meets BBD v1
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules‑driven, all‑weather strategy that rides strong uptrends with leveraged stock ETFs, buys tech dips, and quickly pivots to Treasuries, USD, gold/commodities, or volatility/short hedges when markets overheat or weaken. Event‑driven, no set rebalance.
How it worksThe portfolio is split into sleeves: crash insurance, trend/momentum, growth, interest‑rate timing, and a “beta vs bonds vs defensive” switch. It reads three simple dials: trend (price above/below its average), momentum (best 3–4‑month return), and heat (RSI: 0–100; high=hot, low=cold). When trends are strong it holds leveraged stock ETFs (e.g., TQQQ=3x Nasdaq; SPXL/UPRO=3x S&P; TECL/SOXL=3x tech/semis). If markets overheat or fall, it shifts to Treasuries (TLT/TMF), the US dollar (UUP/USDU), gold/commodities (GLD/DBC), defensive funds (BTAL), or hedges/shorts (SQQQ, SDS) and sometimes buys volatility (UVXY) as crash insurance. No calendar rebalance—rules trigger changes, with a small band to avoid overtrading.
Value propMulti-sleeve, all-weather strategy that leverages uptrends and hedges heat/stress. Diversifies stocks, bonds, USD, gold/commodities, and volatility to reduce regime risk and offer competitive risk-adjusted results vs. the S&P (out-of-sample Sharpe ~1.04).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.57 | 0.37 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 138.17% | 14.92% | -0.15% | 0.4% | 0.78 | |
| 4,374.27% | 83.84% | 2.55% | 3.77% | 3.32 |
Initial Investment
$10,000.00
Final Value
$447,427.19Regulatory Fees
$1,861.83
Total Slippage
$11,324.10
Invest in this strategy
OOS Start Date
Apr 14, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical multi-asset, trend & momentum, leveraged etfs, volatility hedge, rate-regime rotation, crash protection
Tickers in this symphonyThis symphony trades 52 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks