Long Stock Sort
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily strategy that picks the 5 lowest-priced funds in a multi-asset list, then puts more weight on the steadier ones. It can hold leveraged stock, bond, gold, silver, and Bitcoin funds.
Every day, this strategy looks at a mixed basket of U.S. stock funds, Treasury bond funds, gold, silver, and a Bitcoin fund.
It first picks the 5 funds whose share prices have had the lowest average level over the last 30 days. Then it spreads money across those 5, giving more to the ones that have moved around less lately and less to the bumpier ones.
Important: it is sorting by share price level, not by “cheapness” in the usual investing sense.
Diversified, volatility-aware multi-asset strategy with beta ~0.92. It diversifies beyond the S&P 500 and offers a distinct risk/return profile to complement core equity exposure, potentially reducing overall portfolio risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 1.6 | 0.65 | 0.81 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 344.07% | 14.22% | -0.05% | 3.57% | 0.84 | |
| 5,863.59% | 43.99% | -2.74% | -8.69% | 1.22 |
Initial Investment
$10,000.00
Final Value
$596,358.56Regulatory Fees
$256.29
Total Slippage
$1,288.40
Invest in this strategy
OOS Start Date
Sep 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, multi-asset, leveraged etfs, inverse-volatility weighting, price-level sorting, daily rebalancing
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
DDM
ProShares Ultra Dow30
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
MVV
ProShares Ultra MidCap400
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks