IFF Fund: Calm the Chaos | BT:12/20/19 AR:355% MDD:20%
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily-rebalanced, multi-strategy framework that blends leveraged ETFs, commodities, volatility plays, and bonds, using RSI, moving averages, and risk metrics to pick top ideas while maintaining diversification and risk control.
- Run a large set of independent rule-blocks (modules) that each suggest a ticker to own or cash to hold.
- Each module uses simple, familiar inputs like RSI (momentum/overbought-oversold), moving averages (trend), and volatility measures to decide which asset looks strongest or riskiest.
- Some blocks aim to pick the single best asset from a small group (top/bottom N by a metric); others allocate a fixed weight or keep cash.
- There are separate “defense” and “risk-off” modules that favor bonds or low-volatility positions when signals indicate risk is high.
- After evaluating all modules, the system combines signals with a cash-equivalently weighted scheme to form a daily-rebalanced target portfolio, balancing aggressive leveraged bets with safety components to dampen risk.
Out-of-sample: ~33% annual return vs SPY ~21%. A diversified, daily-rebalanced mix of leveraged ETFs, bonds, commodities & volatility plays with built-in risk controls. Higher upside with adaptive defense, but expect larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.16 | 0.75 | 0.12 | 0.35 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 128.24% | 14.2% | -1.77% | 0.2% | 0.75 | |
| 153,802.83% | 225.75% | 0.05% | 22.87% | 2.9 |
Initial Investment
$10,000.00
Final Value
$15,390,282.90Regulatory Fees
$92,347.82
Total Slippage
$620,697.20
Invest in this strategy
OOS Start Date
Apr 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Diversified quant strategies, leveraged etfs, multi-signal framework, risk management, dynamic allocation
Tickers in this symphonyThis symphony trades 48 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
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks