IFF Fund: Calm the Chaos | BT:12/26/19 AR:427% MDD:16%
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, rules‑driven “fund of strategies” that buys 3x tech/semis on dips and goes defensive when markets overheat or volatility jumps. Uses simple signals (RSI, trend, recent moves) to rotate among tech, hedges, bonds, cash, commodities, and volatility ETFs. High risk.
Each day it checks two things: trend and stress.
• If stocks trend up, it buys aggressive tech/semiconductor funds (TQQQ, TECL, SOXL), especially after short-term dips (RSI low).
• If markets look overheated (RSI high) or volatility spikes (UVXY/VXX), it hedges with inverse funds (SQQQ, TECS, SOXS), Treasuries (TLT/TMF), or cash-like T‑Bills (BIL).
It also keeps small slices in commodities (DBC), gold, energy, US dollar, or low‑vol mixes. RSI is a 0–100 “heat score” of recent moves; moving averages spot trend. Very aggressive; uses 3x/inverse/VIX products.
Out-of-sample edge: 20.29% annualized vs SPY 18.25%, Calmar 0.844. A disciplined, multi-sleeve strategy that captures tech rallies and uses hedges to control risk. Note: drawdowns can exceed SPY in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.24 | 0.5 | 0.09 | 0.3 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 126.68% | 14.1% | -1.77% | 0.2% | 0.75 | |
| 243,007.36% | 251.47% | -1.59% | 8.55% | 3.82 |
Initial Investment
$10,000.00
Final Value
$24,310,736.44Regulatory Fees
$133,925.78
Total Slippage
$913,181.96
Invest in this strategy
OOS Start Date
Jun 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, trend-following, mean-reversion, volatility-hedged, leveraged etfs, tech/semis focus, daily rotation
Tickers in this symphonyThis symphony trades 99 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe 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
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks