IFF Fund: Front Runner
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily market “overheating alarm”: if stocks look too hot, it buys UVXY to bet on a volatility spike; otherwise it parks in very safe T-bills through BIL.
This strategy checks many parts of the stock market every day using a short-term “heat” gauge called RSI. If any watched area looks unusually overheated, it buys UVXY, a fund that usually rises when market fear jumps.
If nothing looks overheated, it stays in BIL, a very safe short-term Treasury bill fund. It never buys the sectors it watches directly—they are just warning signals.
Out-of-sample annualized return ~28% with SPY beta -0.40, Calmar 1.34, and strong drawdown control. It hedges risk by riding volatility spikes and parking in cash when signals are calm—adding diversification versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.55 | -0.39 | 0.04 | -0.19 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 346.89% | 14.56% | -1.04% | -0.34% | 0.86 | |
| 11,510.61% | 54% | 0.32% | 0.93% | 1.37 |
Initial Investment
$10,000.00
Final Value
$1,161,060.83Regulatory Fees
$1,826.35
Total Slippage
$15,799.79
Invest in this strategy
OOS Start Date
Jul 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Volatility trading, tactical allocation, defensive, rsi-based, daily rebalance, cash-or-hedge, sector breadth
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Morningstar Value ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks