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HWR PBRP
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About

A fast, rule-driven strategy: hedge with VIX funds when markets look overheated, buy 3x equity ETFs on deep dips, and otherwise rotate between safe havens (gold/long Treasuries/dollar) and a risk‑parity mix of TQQQ and FAS.
NutHow it works
It watches how stretched prices are using RSI (a 0–100 gauge of recent buying/selling). If RSI is very high, it scales into VIX funds (VIXY/VXX/VIXM/UVXY = volatility). If very low, it buys 3x stock ETFs (TQQQ tech, SPXL S&P 500, SOXL semis). Otherwise, if selloff risk spikes it holds GLD gold, TMF long Treasuries, UUP dollar; if calm, it holds a risk-parity mix of TQQQ and FAS (3x financials).
CheckmarkValue prop
Out-of-sample: 32.2% annualized vs S&P -6.97%; Sharpe ~0.87 vs -0.43; Calmar ~3.59. Drawdowns ~9% but with strong risk-adjusted upside. A rule-based, volatility-hedged strategy aiming for higher, steadier growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.12
1.21
0.21
0.46
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
169.41%
13.52%
0.19%
3.76%
0.75
955,579.66%
222.97%
8.15%
20.92%
2.52
Initial Investment
$10,000.00
Final Value
$95,567,966.06
Regulatory Fees
$176,155.34
Total Slippage
$1,248,980.10
Invest in this strategy
OOS Start Date
Oct 6, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, volatility hedging, leveraged etfs, risk-on/risk-off, momentum & mean-reversion, risk parity
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type