Growth Blend v2.2 RL
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive market-timing strategy that chases strong tech trends, especially Nasdaq and semiconductors, then rapidly switches to hedges or bearish funds when markets look overheated or weak.
This is an aggressive daily trading system built mostly around tech and semiconductor funds. It checks whether the market is rising, falling, overheated, or washed out using recent price trends and speed of moves.
In good markets, it buys the strongest growth funds like leveraged Nasdaq, tech, and chip funds. If the market looks too hot or starts breaking down, it cuts risk and may switch to safer bonds, cash-like funds, inverse funds that rise when stocks fall, or volatility funds.
Out-of-sample annualized return ~90% vs S&P ~22%; tech-driven gains with hedges aim for strong risk-adjusted returns (Calmar ~1.56). Note max drawdown ~58% in stress—high upside, but greater risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.7 | 1.21 | 0.04 | 0.2 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 32.57% | 21.95% | -0.05% | 3.57% | 1.7 | |
| 163.63% | 97.85% | -19.54% | -43.43% | 1.31 |
Initial Investment
$10,000.00
Final Value
$26,363.16Regulatory Fees
$149.56
Total Slippage
$1,068.98
Invest in this strategy
OOS Start Date
Jan 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, market timing, growth, technology, semiconductors, momentum, mean reversion, hedging, inverse etfs, volatility
Tickers in this symphonyThis symphony trades 78 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
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DFEN
Direxion Daily Aerospace & Defense Bull 3X ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DRIP
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
Stocks