IFF Fund: Lost in The Market|10.5.23 AR 339.2% MDD 5.4%
Today’s Change (Dec 5, 2025)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, tactical “buy the dip/sell the rip” system: buys leveraged tech and semis in uptrends, hedges or goes to cash when overbought, rotates into strong sectors if nothing else, runs a bond momentum sleeve, and keeps a small, trend‑gated crypto sleeve.
Big picture: it decides if the market is trending up or down (price vs 200‑day average).
• Dips in uptrends: buy high‑growth funds (mainly tech: TQQQ/TECL/SOXL; S&P: UPRO).
• Overheated spikes: briefly hedge (VXX/UVXY) or use inverse funds (SH/PSQ/TZA) or cash (BIL/SHY).
• No clear signal: rotate into the strongest sectors (XLY…XLRE) only if their recent drop from peak is small.
• Downtrends: favor cash/short‑term Treasuries or a bond sleeve (TMF/TMV) based on simple momentum.
• Crypto (~10%): own Bitcoin proxies (GBTC/BITO/COIN/RIOT/MARA/MSTR) only when Bitcoin is in an uptrend; otherwise step aside or use BITI (short Bitcoin).
• Indicators in plain English: RSI is a 0–100 “speedometer” of recent moves (below ~30 = washed‑out; above ~70 = stretched). A moving average is the average price over X days (200‑day ≈ long‑term trend). Max drawdown is the biggest drop from a recent high.
• Main tickers used: SPY=S&P500; QQQ=big tech; TQQQ/TECL/SOXL/UPRO=3x bull funds; SH/PSQ/SDOW/SQQQ=inverse hedges; UVXY/VXX=volatility; TMF/TMV=long/short long‑term Treasuries; XLY…XLRE=sectors; BIL/SHV/SHY=cash‑like; GBTC/BITO/COIN/RIOT/MARA/MSTR=Bitcoin proxies; BITI=short Bitcoin.
• Rebalances daily.
Out-of-sample: 29.7% annualized vs 18.3% S&P. A disciplined trend-rotation system with hedges and a bond sleeve aims for higher upside in uptrends while controlling risk; drawdowns can be larger in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.38 | 1.42 | 0.45 | 0.67 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 65.39% | 26.25% | 1.36% | 5.73% | 1.53 | |
| 324.35% | 95.34% | -0.17% | 24.08% | 2.14 |
Initial Investment
$10,000.00
Final Value
$42,434.77Regulatory Fees
$100.65
Total Slippage
$555.22
Invest in this strategy
OOS Start Date
Jun 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,mean reversion,sector rotation,leveraged etfs,volatility hedging,crypto sleeve,bond momentum
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type