Macro Oscillator Engine
Today’s Change (Apr 7, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it blends several sleeves that toggle among leveraged tech, bonds/cash, and macro plays (semis, gold, dollar, commodities, staples). It follows trends, fades extremes using an RSI “speedometer,” and sizes risk via a voting checklist.
It’s a daily, multi‑asset switcher. It can hold: tech (QQQ via 2x QLD or 3x SOXL), cash (BIL/SHV), bonds (TLT/IEF/SHY), shorts (PSQ/QID/SQQQ), plus gold (GLD), commodities (DBC/DBO), dollar (UUP), and staples (XLP).
It uses trends (price vs moving averages) and an RSI “speedometer” (0–100; >~80=too hot, <~30=washed out) to buy dips, avoid overheated markets, and size risk with a checklist of votes. Sleeves are combined equally.
Out-of-sample, this dynamic multi-asset strategy delivered better risk-adjusted returns and smaller drawdowns vs the S&P 500, thanks to trend, RSI signals, and diversified, votes-based allocation across tech, bonds, gold, and defensives.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.12 | 0.26 | 0.23 | 0.48 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 626.81% | 14.63% | -1.73% | -4.49% | 0.89 | |
| 864.74% | 16.89% | -0.48% | 4.43% | 1.77 |
Initial Investment
$10,000.00
Final Value
$96,473.74Regulatory Fees
$292.29
Total Slippage
$1,400.50
Invest in this strategy
OOS Start Date
Mar 23, 2026
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, momentum, mean-reversion, trend-following, rsi, leveraged etfs, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 25 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FDN
First Trust Dow Jones Internet Index Fund ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks