Layer 3: Bull Market (v 1.1)
Today’s Change (Nov 11, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily strategy that rides stock market uptrends, but quickly switches to safer assets or volatility protection when markets look weak, overheated, or panicky.
How it worksThis strategy checks the market every day.
First, it asks: is the broad U.S. stock market in a healthy long-term uptrend? If yes, it usually picks between the S&P 500 (SPY) and tech-heavy Nasdaq (QQQ) — often favoring the one that has lagged recently, hoping for a rebound.
If markets look stressed, it can shift into safer assets like short-term Treasury bonds (SHY), gold (GLD), the U.S. dollar (UUP), or a volatility fund (UVXY). It can also use turbo-charged stock funds (TQQQ, SPXL) when conditions look favorable.
Value propOut-of-sample, this strategy targets ~46% annualized return vs ~20% for the S&P 500, with Sharpe ~1.41 and Calmar ~1.43. Daily tactical shifts and hedges seek higher upside with solid risk-adjusted performance; note drawdowns can reach ~32% in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.68 | 0.66 | 0.06 | 0.25 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 694.49% | 14.78% | -3.62% | -2.75% | 0.91 | |
| 3,586,778.39% | 100.91% | 1.66% | 3.18% | 1.8 |
Initial Investment
$10,000.00
Final Value
$358,687,839.24Regulatory Fees
$979,860.59
Total Slippage
$9,445,533.84
Invest in this strategy
OOS Start Date
Sep 22, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, bull market, leveraged equity, volatility hedge, mean reversion, trend following, risk management
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
GLD
SPDR Gold Trust - SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust Series 1 - Invesco QQQ Trust Series 1
Stocks
SHY
iShares Trust - iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Shares ETF Trust - Direxion Daily S&P 500 Bull 3X ETF
Stocks
SPY
SPDR S&P 500 ETF TRUST - SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares Trust - ProShares UltraPro Short QQQ -3x Shares
Stocks
TQQQ
ProShares Trust - ProShares UltraPro QQQ 3x Shares
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund - Invesco DB US Dollar Index Bullish Fund
Stocks
UVXY
ProShares Trust II - ProShares Ultra VIX Short-Term Futures ETF 1.5x Shares
Stocks