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Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules rotate among leveraged tech, hedges, bonds, gold, and managed‑futures using a 200‑day trend test and an RSI heat gauge to buy dips and hedge rips; flips to safety in stress. Uses 2x/3x ETFs, so swings can be large.
Core idea: buy strong trends on dips, hedge rips, and step aside in bad regimes.
- Trend test: S&P 500 vs 200‑day average (line that marks long‑term up/down).
- Heat test: RSI (0–100; under ~30 = washed‑out, over ~70 = overheated).
- Bull: buy TQQQ/TECL/SOXL/UPRO on deep dips; hedge with UVXY/VIXY or SQQQ/SOXS on spikes.
- Bear/high vol: shift to TMF/TLT, GLD/UGL, cash‑like BIL, or KMLM/DBMF (managed‑futures).
Out-of-sample edge: ~127% annualized return vs S&P ~97%; Calmar ~17 signals strong risk-adjusted upside. Drawdowns are larger (~7.3%), but dynamic hedging/rotation across tech, bonds, gold, and managed futures aims for durable gains.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.7 | 0.45 | 0.04 | 0.21 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 102.39% | 14.04% | 2.33% | 3.36% | 0.87 | |
| 896,356.92% | 445.4% | 3.61% | 5.03% | 4.82 |
Initial Investment
$10,000.00
Final Value
$89,645,691.94Regulatory Fees
$121,055.97
Total Slippage
$1,127,308.70
Invest in this strategy
OOS Start Date
Jul 29, 2026
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, leveraged etfs, momentum/mean-reversion, volatility hedging, multi-asset, gold/commodities, managed futures, bonds, tactical rotation
Tickers in this symphonyThis symphony trades 138 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
BE
Bloom Energy Corporation
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks