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About

A daily, rules‑based “symphony” that rides uptrends (mainly tech/S&P with 3x ETFs), buys sharp dips, and quickly de‑risks into Treasuries, cash‑like T‑bills, gold, dollar, or even inverse/volatility funds when conditions turn.
NutHow it works
Each day it asks: is the market calm, trending up, or stressed? It uses simple gauges: trend (price vs average), “hot/cold” (RSI 0–100; low=washed‑out, high=overheated), choppiness (volatility), and rates (bonds vs T‑bills). Calm/up: ride tech/S&P with 3x funds and buy sharp dips. Stress/rising rates: shift to T‑bills, Treasuries, gold, US dollar, or inverse/volatility funds. Typical tilts: tech/semis risk‑on; utilities/staples risk‑off. Rebalances daily; 2x/3x ETFs are high‑risk.
CheckmarkValue prop
Out-of-sample edge: ~30% annualized return vs ~17% for the S&P, Sharpe ~1.06, Calmar ~1.06. Adaptive hedges (bonds, gold) during stress plus regime switching aim for stronger risk-adjusted growth than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.41
0.92
0.46
0.68
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
52.49%
12.35%
0.19%
3.76%
0.74
527.69%
66.03%
1.85%
12.46%
2.2
Initial Investment
$10,000.00
Final Value
$62,769.33
Regulatory Fees
$160.14
Total Slippage
$994.70
Invest in this strategy
OOS Start Date
Mar 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-strategy, regime-switching, leveraged etfs, risk-on/off, momentum & trend, dip-buying, hedged, bonds, commodities, volatility
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type