High Win Rate Test (illogic removed)
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, RSI-driven switcher that fades “too hot” markets (via UVXY or inverse 3x tech/semis) and buys “too cold” dips (3x tech/semis/biotech or long bonds). If no clear edge, it parks in T‑bills. Extremely high risk and very active.
Each day it checks a simple 0–100 “heat gauge” (RSI) on big markets (IOO=global giants, SPY=S&P 500, QQQ/TQQQ=Nasdaq 100).
- If markets look too hot, it bets on a pullback: volatility (UVXY) or inverse 3x tech/semis (TECS, SOXS).
- If sectors look washed out, it buys 3x bull funds: tech (TECL), semis (SOXL), biotech (LABU), or long bonds (TMF).
- Else it holds T‑bills (BIL). Very aggressive; shifts daily.
Out-of-sample annualized return ~26.3% vs SPY ~18.1%; Calmar ~0.95 signals solid downside control. Note higher drawdowns (~27.7% vs ~18.8%) reflect active, tactical risk-taking—higher upside for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.44 | 0.3 | 0.02 | 0.15 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 336.11% | 14.09% | 2.33% | 3.36% | 0.83 | |
| 12,629.48% | 54.3% | 0.34% | 6.53% | 1.39 |
Initial Investment
$10,000.00
Final Value
$1,272,948.38Regulatory Fees
$1,311.01
Total Slippage
$10,971.58
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical timing, rsi signals, leveraged etfs, volatility trading, tech/semis/biotech focus, daily rebalance
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks