Longer test Slime l 3May2017
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive trading system that jumps among leveraged tech, market, bond, commodity, and fear funds based on short-term market extremes and bigger economic trends.
This strategy constantly checks whether the market looks overheated, washed out, calm, or stressed.
It mostly trades turbocharged funds tied to tech, semiconductors, the S&P 500, bonds, and market fear. When stocks fall hard, it often buys them for a bounce. When they rise too fast, it may bet against them or buy a fear fund. It also uses bond, commodity, and dollar trends to decide whether to play offense or defense.
Stronger long-run growth: 24.3% annualized vs SPY’s 21.8%, with adaptive, regime-aware bets across stocks, bonds, commodities and volatility. Higher volatility and drawdowns (60.7% vs 18.8%) mean higher risk but potential diversification and upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.7 | 1.16 | 0.1 | 0.32 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 275.74% | 15.04% | -0.05% | 3.57% | 0.86 | |
| 671,301,038.62% | 427.89% | -2.28% | 39.81% | 2.82 |
Initial Investment
$10,000.00
Final Value
$67,130,113,861.81Regulatory Fees
$386,408,325.42
Total Slippage
$3,724,269,918.87
Invest in this strategy
OOS Start Date
Dec 19, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, mean reversion, momentum, macro regime, long-short, volatility trading
Tickers in this symphonyThis symphony trades 51 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
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks