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Manage the Managers | Ether 00
Today’s Change

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About

A weekly, rules‑based “manager of managers” that rotates into top recent winners when markets are healthy, shifts to T‑Bills if they’re weak, and tilts between equity‑heavy and alternative‑heavy mixes based on a simple S&P 500 trend signal.
NutHow it works
It builds two mini‑portfolios each week. 1) Quick market check: If the S&P 500 lost money over the last month, it parks in T‑Bills (BIL). If not, it buys the 3 strongest recent performers from a list of asset‑manager stocks plus gold/commodities/SPY. 2) Trend check: If the S&P’s short‑term average is above its long‑term average, it holds a “risk‑on” mix (S&P funds plus diversifiers). If not, it shifts to a more defensive, alternative‑heavy mix. All picks are held in equal slices.
CheckmarkValue prop
Adaptive weekly manager-of-managers strategy; pivots to T-Bills in weak markets and into momentum leaders in strength. Out-of-sample: drawdowns ~11.6% vs SPY ~13.7%, Calmar ~1.04, and steadier risk-adjusted returns—diversified beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.09
0.54
0.42
0.65
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
59%
21.91%
3.07%
6.63%
1.34
56.12%
20.96%
-4.35%
-5.01%
1.52
Initial Investment
$10,000.00
Final Value
$15,611.75
Regulatory Fees
$7.64
Total Slippage
$39.25
Invest in this strategy
OOS Start Date
Mar 17, 2025
Trading Setting
Weekly
Type
Stocks
Category
Tactical asset allocation, trend following, momentum rotation, risk-on/risk-off, alternatives, managed futures, weekly rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type