Loops 2 DD/Dev Ret 10.4.23
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A meta, regime‑switching strategy: ride leaders (often 3x tech/Nasdaq) when trends are healthy; flip to hedges, Treasuries, or cash‑like ETFs when risk rises. Uses trend, “hot/cold” scores, drawdowns, and volatility. Tech‑heavy; high risk in uptrends.
How it works- First asks: is the stock market healthy? It checks if the S&P 500 is trending up, and whether stocks look stronger than cash/T‑Bills.
- If healthy, it buys the strongest growth funds (often 3x tech/Nasdaq) and sometimes tilts to Apple or Tesla bull funds.
- If shaky or falling, it moves to safety: Treasuries, the U.S. dollar, gold, staples, or even inverse funds that rise when markets drop.
- A simple “hot/cold” score (0–100) helps avoid buying when too hot and buy dips when washed‑out—within strict guardrails.
- It runs several versions of this idea on different timeframes and favors the ones working best lately.
Value propRegime-switching, tech-heavy strategy that captures upside in uptrends and hedges risk in downturns. OOS shows ~59% annualized return vs ~25% for the S&P, with solid risk management.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.95 | 1.46 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 78.19% | 19.58% | 0.54% | -0.34% | 1.25 | |
| 3,186.38% | 194.81% | 3.24% | 14.81% | 2.26 |
Initial Investment
$10,000.00
Final Value
$328,637.84Regulatory Fees
$1,939.09
Total Slippage
$11,828.67
Invest in this strategy
OOS Start Date
Oct 4, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend-following, momentum, mean reversion, risk-on/risk-off, leveraged etfs, hedging, crash protection, tech-heavy
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Daily AAPL Bear 1X Shares
Stocks
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks