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Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, multi-asset, regime-rotating strategy that uses momentum signals (RSI, moving averages, returns) to rotate among gold, bonds, equities, and volatility/levered ETFs, aiming for diversified beta with hedges and selective leverage.
- Every day the strategy asks: which assets should be in the portfolio today? - It screens a large universe (gold, gold miners, precious metals, bonds, stocks, volatility vehicles, and levered/exotic ETFs). - Each candidate goes through signals like RSI (momentum strength), moving-average comparisons (is price above/below a moving average? is one asset stronger than another?), and return/risk metrics. - Assets are grouped into modules (eg, Gold Bug, Bear Market, Defense, etc.). Within a module, the top-ranked assets are chosen and given a weight. - Weights are combined across modules to form a single daily allocation. - The system favors levered bets when momentum is strong and hedges (volatility and long-dated Treasuries) when risk-off signals appear. - The plan is strictly daily rebalanced, so positions can swing a lot based on short-term signals. - Some signals compare a ticker to a less common ETF (like KMLM) to diversify momentum probes. - Because of levered/Inverse ETFs, leverage, turnover, and correlation risk are high; risk controls (like standard-deviation and trend checks) are embedded, but investors should still expect sizable short-term volatility.
Diversified, daily-regime rotation across gold, bonds, equities and volatility with momentum signals. Backtested to outperform the S&P 500 by capturing upside in favorable regimes and hedging risk-off periods, delivering risk-adjusted returns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.54 | 0.33 | 0.03 | 0.17 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 81.51% | 12.69% | -1.77% | 0.2% | 0.79 | |
| 202,867.01% | 360.32% | -11.22% | 10.17% | 4.94 |
Initial Investment
$10,000.00
Final Value
$20,296,700.72Regulatory Fees
$46,891.14
Total Slippage
$314,999.61
Invest in this strategy
OOS Start Date
Feb 9, 2026
Trading Setting
Daily
Type
Stocks
Category
Diversified, momentum/trend-following, tactical asset allocation, leveraged etfs, multi-asset, regime-driven
Tickers in this symphonyThis symphony trades 129 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AFRM
Affirm Holdings, Inc. Class A Common Stock
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
ALB
Albemarle Corporation
Stocks
AMKR
Amkor Technology Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks