Holy Grail 7/15/2025 VOX XLP RSI 99
Today’s Change (Apr 4, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based swing/regime strategy: hedge with VIXY when markets look overheated, buy SPY/tech on deep dips, own QQQ (plus some TQQQ) in healthy uptrends, and favor cash or PSQ (short Nasdaq) in weak tapes. Roughly 60% active, 40% cash.
How it worksDaily it reads a short‑term “heat meter” (RSI, 0–100: >80 very hot, <30 very cold) on the market and key sectors.
- If things look extremely hot (e.g., SPY>80; QQQ/VTV/XLK/XLF>~80; VOX/XLP>99), it hedges with VIXY (volatility) instead of stocks, or parks in T‑Bills (BIL).
- If nothing is hot and markets get very cold (<30), it buys the dip (SPY or Tech via XLK; avoids dips if semis, SOXX, are too weak).
- If the trend is healthy (SPY above its long‑term average) and a bond‑vs‑short‑stocks check is favorable, it owns QQQ plus some TQQQ (a 3× version) for extra boost.
- In weak trends after bigger drops, it prefers cash (BIL) or may short Nasdaq via PSQ.
- About 60% of the portfolio runs this playbook; the rest typically sits in cash/T‑Bills.
Value propRegime-switching, hedging strategy. OOS: return 2.4% vs SPY 15.9%; Sharpe 0.22; drawdown 4.5%. Designed for diversification and risk control—hedges, cash buffers, and selective leverage to complement the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.31 | 0.64 | 0.16 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 577.02% | 13.39% | -4.19% | -3.74% | 0.82 | |
| 23,968.37% | 43.39% | 1.49% | -4.04% | 1.47 |
Initial Investment
$10,000.00
Final Value
$2,406,836.99Regulatory Fees
$8,464.21
Total Slippage
$54,798.40
Invest in this strategy
OOS Start Date
Jan 15, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, mean reversion, trend following, sector rotation, volatility hedge, partial leverage, daily rebalance
Tickers in this symphonyThis symphony trades 15 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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
Stocks