Manage the Managers | Ether 00
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Weekly, two-sleeve system: a cash fail-safe plus a momentum pick among asset‑manager stocks/SPY/gold/commodities, and a trend‑based mix that adds more stocks (even 2x) in uptrends and leans on gold/managed‑futures/international stocks when trends weaken.
It runs two sleeves, rebalanced weekly.
1) Crash guard: if the S&P 500 lost money over the last month, sit in T‑Bills (BIL). Otherwise, buy the 3 best 6‑month performers from big asset‑manager stocks plus SPY, gold (GLD), and a broad commodities fund (SDCI).
2) Trend check: if the S&P’s recent average price is above its 200‑day average, hold a stock‑tilted mix (incl. SSO 2x S&P and SPMO). If not, lean on diversifiers like gold and managed‑futures funds (KMLM/CTA), long/short equity (FTLS), and some international stocks (NTSI).
Two-sleeve, weekly-rebalanced strategy blends momentum, trend-following, and macro diversifiers with a cash shield. In out-of-sample tests, it delivers better risk-adjusted returns and lower drawdowns than the S&P 500, with stronger diversification.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.1 | 0.57 | 0.41 | 0.64 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 79.64% | 20.75% | 2.33% | 3.36% | 1.32 | |
| 86.84% | 22.28% | 6.52% | 5.39% | 1.56 |
Initial Investment
$10,000.00
Final Value
$18,683.96Regulatory Fees
$10.77
Total Slippage
$58.21
Invest in this strategy
OOS Start Date
Mar 17, 2025
Trading Setting
Weekly
Type
Stocks
Category
Multi-asset, trend-following, momentum, managed futures, gold, commodities, financials tilt, risk-on/risk-off, weekly rebalance
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
APO
Apollo Global Management, Inc.
Stocks
BEN
Franklin Templeton, Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLK
Blackrock, Inc.
Stocks
BX
Blackstone Inc.
Stocks
CG
The Carlyle Group Inc. Common Stock
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
JPM
JPMorgan Chase & Co.
Stocks