Hedgeception
Today’s Change (Mar 8, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Rule-based, daily portfolio that rides stock uptrends (sometimes with leverage), hedges fast when risk rises using Treasuries and volatility trades, and rotates into strong commodities/energy. Defaults to short-term Treasuries when signals are weak.
How it works- It checks if stocks are trending up or down using simple moving averages (is price above or below a long-term average?).
- It checks if markets look “hot” or “cold” with an RSI-style heat gauge: very hot → take profits/hedge; very cold → buy the dip.
- In calm, upward markets it holds stocks (SPY/QQQ) and sometimes their leveraged versions (UPRO, TQQQ).
- If volatility jumps or trends turn down, it shifts to safety: short-term Treasuries (SHV/SHY/BSV), long Treasuries (TLT/TMF), or hedges (short S&P/QQQ, or long volatility like VIXY/UVXY).
- When oil, natural gas, or broad commodities show strong uptrends, it adds those; otherwise it stays in cash-like bonds.
- It rebalances daily so these rules update the mix every day.
Value propBetter risk control with upside: OOS drawdowns 11.1% vs 18.8% for the S&P, hedges and regime shifts protect capital, and Calmar ~0.65 signal solid risk-adjusted returns—so you participate in uptrends with less downside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.28 | 0.23 | 0.11 | 0.32 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 499.64% | 14.5% | -2.64% | -1.35% | 0.89 | |
| 5,747.93% | 36.01% | 0.47% | 5.27% | 2.6 |
Initial Investment
$10,000.00
Final Value
$584,793.37Regulatory Fees
$2,205.42
Total Slippage
$13,617.02
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, hedged equity, leveraged etfs, volatility targeting, bonds momentum, commodities rotation, risk management
Tickers in this symphonyThis symphony trades 49 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DGP
DB Gold Double Long ETN due February 15, 2038
Stocks