IFF: High Win Rate Tests
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 trading strategy that makes one all-or-nothing bet using high-risk leveraged funds when tech, volatility, or bonds look unusually stretched, and otherwise hides in short-term Treasury bills.
This strategy checks each day for signs that markets are stretched too far up or down.
It mostly watches technology, semiconductor, biotech, volatility, and Treasury funds. If fear suddenly spikes, it may buy UVXY. If tech or semiconductors look unusually beaten down, it buys bullish 3x funds. If they look overheated, it may buy bearish 3x funds. If nothing stands out, it parks in BIL, a very short-term Treasury fund.
Out-of-sample tested daily tactical strategy focusing on tech/volatility regimes delivers ~29% annualized return vs SPY ~16%, with Calmar ~1.06 and a cash buffer (BIL). Higher upside potential, but larger drawdowns and volatility than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.25 | 0.39 | 0.06 | 0.25 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 337.8% | 13.85% | -1.04% | -0.34% | 0.82 | |
| 2,268.65% | 32.06% | 7.38% | 8.05% | 1.13 |
Initial Investment
$10,000.00
Final Value
$236,865.22Regulatory Fees
$257.01
Total Slippage
$2,000.98
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical trading, daily rebalanced, leveraged etfs, mean reversion, volatility trading, tech, semiconductors, biotech, treasuries, risk-off
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TECS
Direxion Daily Technology Bear 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks