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Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A one‑ETF timing system that toggles among leveraged tech, inverse funds, volatility products, or cash using simple heat/trend gauges on QQQ, NVDA, and KMLM—then chooses the riskiest tier by recent volatility. Very aggressive and whippy.
It watches 3 dials daily: QQQ (Nasdaq‑100) heat via RSI (a 0–100 “too hot/cold” gauge), KMLM vs its 20‑day average (a broad trend light), and NVDA (Nvidia) heat.
Four risk tiers then pick one ETF: long/short tech, volatility, or cash.
It finally picks the single tier that’s been most volatile lately and puts 100% there.
Rules-based timing strategy in a single 100% Tier ETF. Out-of-sample: ~10.8% annual return with higher drawdowns and ~0.55 Sharpe—offers a differentiated, diversification-focused alternative to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.63 | 1.26 | 0.05 | 0.23 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 63.64% | 23.68% | -0.15% | 0.4% | 1.43 | |
| 3,478.97% | 368.23% | 19.25% | 47.46% | 2.24 |
Initial Investment
$10,000.00
Final Value
$357,896.72Regulatory Fees
$726.43
Total Slippage
$3,999.11
Invest in this strategy
OOS Start Date
Aug 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical timing, volatility spikes, leveraged/inverse etfs, tech/semis focus, mean-reversion, regime filter
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