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A symphony is an automated trading strategy — Learn more about symphonies here
About
A one‑position, switch‑on‑signal strategy. It picks a risk mode, then uses a Nasdaq “heat meter” (RSI) and a trend barometer (KMLM) to flip between long tech/NVIDIA, short tech, buying fear (VIX funds), or sitting in T‑Bills.
Pick a risk mode (High→Jason) based on which has swung most lately.
Then make one trade using two signals:
- Nasdaq heat: RSI is a 0–100 “heat meter.” If QQQ RSI>82, buy fear (UVIX/UVXY/VIXY) or T‑Bills (BIL).
- Trend barometer: KMLM (managed‑futures). If below its 20‑day avg, ride tech (NVIDIA/QQQ) unless NVIDIA’s RSI≥85 (then short). If above, stay defensive (short tech or T‑Bills).
A volatility-adaptive, one-position strategy that pivots between tech exposure, VIX hedges, and T-Bills. It diversifies risk, aims to cushion drawdowns in spikes, and responds to regime shifts—complementing, not mirroring, the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.68 | 1.31 | 0.06 | 0.24 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 62.84% | 23.96% | -1.73% | 1.75% | 1.44 | |
| 3,680.28% | 395.44% | 42.65% | 28.88% | 2.3 |
Initial Investment
$10,000.00
Final Value
$378,028.32Regulatory Fees
$756.06
Total Slippage
$4,159.45
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, risk-switching, leveraged etfs, vix/volatility, trend-following filter, tech/nasdaq focus, long/short switching
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
NVDA
Nvidia Corp
Stocks
NVDX
T-Rex 2X Long NVIDIA Daily Target ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks