Huh, well that's strange...
Today’s Change (Jul 18, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily on/off switch: either a 2× NVIDIA ETF (NVDL) or a T‑bill fund (BIL), based on comparing NVIDIA’s 5‑day volatility to a 2‑day momentum score. Likely sits in cash most of the time; when it flips on, risk is extreme.
Each day it looks at NVIDIA’s stock. It compares a 5‑day “bumpiness” score (volatility) with a 2‑day momentum score called RSI (0–100; higher = stronger recent gains). If bumpiness > momentum, it buys NVDL—an ETF targeting 2× NVIDIA’s daily move (very risky, semiconductor/AI exposure). Otherwise it holds BIL, a short‑term T‑bill fund (cash‑like). Rebalances daily. Because these scores use different scales, the NVIDIA trade may trigger rarely.
Out-of-sample, this strategy blends cash-like safety with rare, targeted 2x NVDA exposure, delivering higher risk-adjusted returns (Sharpe ~1.50 vs SPY ~1.01) and far lower drawdown (~1.1% vs ~18.8%), offering steadier gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.23 | 0.09 | 0.01 | 0.07 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 94.27% | 20.44% | 0.57% | 4.94% | 1.3 | |
| 130.81% | 26.39% | 0.31% | 0.89% | 1.36 |
Initial Investment
$10,000.00
Final Value
$23,080.63Regulatory Fees
$8.44
Total Slippage
$41.94
Invest in this strategy
OOS Start Date
Feb 2, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged single-stock timing,cash-or-risk-on,semiconductors/ai,volatility vs momentum