good 'nough
Today’s Change (Mar 7, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based, multi‑strategy portfolio: rides tech strength in uptrends, cuts risk or hedges in sell‑offs, and diversifies with managed‑futures (KMLM), gold, and Treasuries. Uses leveraged ETFs and volatility hedges, so returns—and drawdowns—can be extreme.
Each day it asks: is the market trend up or down (via a long‑term average)? If up, it mostly rides high‑growth US tech with leveraged funds (e.g., TQQQ/SOXL/TECL). If down, it shifts to cash/T‑Bills, Treasuries, or bearish funds. Simple “speedometers” (RSI—how hot/cold prices got recently) buy dips or add a crash helmet (UVXY, a volatility fund) when overheated. It also mixes in KMLM (a managed‑futures trend ETF), plus small gold and Treasury slices. Calmer engines get more weight.
Out-of-sample edge: Sharpe ~11.3; Calmar ~418; negative SPY beta (~-2.57); annualized oos return ~239.6%; max drawdown ~0.57%. Regime-aware, multi-asset tech/futures/gold/bonds with risk hedges beats the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.9 | 1.15 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 29.27% | 15.5% | -2.64% | -1.35% | 0.94 | |
| 3,306.24% | 624.41% | -5.27% | 37.55% | 4.83 |
Initial Investment
$10,000.00
Final Value
$340,623.64Regulatory Fees
$382.95
Total Slippage
$2,439.97
Invest in this strategy
OOS Start Date
Jan 21, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, leveraged etfs, sector rotation, volatility hedging, managed futures, global equities
Tickers in this symphonyThis symphony trades 82 assets in total
Ticker
Type
AAPX
T-Rex 2X Long Apple Daily Target ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
AMZZ
GraniteShares 2x Long AMZN Daily ETF
Stocks
BABA
Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
Stocks
BAM
Brookfield Asset Management Ltd.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITX
2x Bitcoin Strategy ETF
Stocks