good 'nough
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based “risk‑on/risk‑off” blend. It rides 3x tech/semis in uptrends, buys deep dips, and switches to volatility hedges, shorts, Treasuries, or cash when stress hits. Adds diversifiers (managed futures KMLM, EM, gold). Very high risk and turnover.
It’s a daily rule‑set that flips between “risk‑on” and “risk‑off.”
- 200‑day average marks the long‑term trend (above = uptrend).
- A simple “hot/cold” meter (RSI): many up days = hot; many down days = cold.
In uptrends it rides 3x growth funds (TQQQ/TECL/SOXL). If things get too hot, it briefly hedges with a volatility fund (UVXY). In downtrends or big dips, it buys the dip or switches to shorts (SQQQ/SOXS), Treasuries (TLT/TMF), or cash (BIL). Side sleeves trade Emerging Markets (EDC/EDZ), a diversifier (KMLM, which often zigzags opposite stocks), and a gold sleeve (UGL vs GDXD). Sizing across sleeves reflects recent volatility.
Out-of-sample edge: risk-on/risk-off, multi-sleeve strategy delivers far stronger risk-adjusted growth than SPY: ~239.6% vs 108.9% annualized, Sharpe ~11.26, Calmar ~418, and negative beta ~-2.57, with built-in hedges.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.94 | 1.14 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 28.96% | 15.09% | -1.77% | 0.2% | 0.92 | |
| 3,738.4% | 650.67% | 6.37% | 51.95% | 4.93 |
Initial Investment
$10,000.00
Final Value
$383,839.50Regulatory Fees
$404.41
Total Slippage
$2,577.17
Invest in this strategy
OOS Start Date
Jan 21, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend/mean-reversion, leveraged etfs, volatility hedging, managed futures, emerging markets, gold, daily rebalance
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