Longer Backtest Version of [โก๏ธ๐ถ] ๐๐ฒ๐ป๐ฎ๐ฌ๐ป๐ช๐ฌ๐ด๐ฎ๐ป by ๐ข๐๐ท๐พ
Todayโs Change (Mar 18, 2026)
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A symphony is an automated trading strategy โ Learn more about symphonies here
About
A highโoctane, daily strategy that chases shortโterm pops in tech using 3x ETFs, then flips to hedges, bonds, cash or volatility trades when signals turn. Guided by a 200โday trend filter, RSI โheatโ readings, and stockโvsโbond strength. Very high risk.
Each day it:
- Checks the marketโs trend (S&P 500 vs its 200โday average). Uptrend = offense; downtrend = defense.
- Uses RSI (a 0โ100 โheatโ gauge of how stretched prices are). Low RSI = โcoldโ/oversold; high RSI = โhotโ/overbought.
- Offense: buy very leveraged tech funds (3x Nasdaq/tech/semis) or the weakest recent ones to catch a rebound.
- Defense: switch to hedges (inverse Nasdaq), Treasuries/cash/staples, or volatility trades (UVXY/SVXY with protection). Rebalanced daily.
Out-of-sample edge: ~74% annualized return vs ~16% for the S&P; Sharpe ~1.05 vs 0.94; Calmar ~1.28 with positive alpha. Aims for big upside in tech with active hedges; but expect larger drawdowns (~57.6%) and higher volatility.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.13 | 0.83 | 0.04 | 0.21 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 280.01% | 13.23% | -1.77% | 0.2% | 0.78 | |
| 204,669,609,531.8% | 635.84% | 6.12% | 9.56% | 3.14 |
Initial Investment
$10,000.00
Final Value
$20,466,960,963,180.36Regulatory Fees
$5,662,239,508.61
Total Slippage
$7,686,513,402.97
Invest in this strategy
OOS Start Date
Jul 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, rsi meanโreversion, leveraged tech/semis, volatility trading, trend filter, stockโvsโbond rotation
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks