IFF Fund: All-Star Sorts|BT: 3/11/22 AR 1316% MDD 14.4% (Replaced BULZ->BULZ, XLRE->XLRE, DBMF added again)
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based “offense/defense” system. It rides tech/Nasdaq/semis when momentum is good, and quickly flips to hedges (inverse, volatility, Treasuries, commodities) when overbought or risk rises. Bond/commodity signals steer rate and inflation regimes.
Each day it checks a few “dashboard” lights: trend, speed (RSI), and recent winners/losers. If stocks look strong, it rides fast‑moving tech/Nasdaq/semis with leveraged ETFs. If things look too hot or roll over, it flips to hedges (inverse and volatility ETFs) or Treasuries/commodities. Bond and commodity signals decide whether to favor TMF (falling rates), TMV (rising rates), or a broad defense basket.
It constantly picks the top (or bottom) performer from small menus (last 3–22 days) and uses long‑term SPY trend to allow or block risk.
Out-of-sample edge: target 45.9% annualized return vs 22% for the S&P, with a Calmar ≈1.08 indicating solid risk-adjusted upside. It hedges aggressively in risk regimes, but expect larger drawdowns (up to ~42%) in downturns.
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Invest in this strategy
OOS Start Date
Apr 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum + mean reversion, regime switching, volatility hedging, macro/commodities filter, daily rebalancing
Tickers in this symphonyThis symphony trades 76 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BULZ
MicroSectors FANG & Innovation 3x Leveraged ETN
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks