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About

A tactical mix of leveraged tech (QLD) and leveraged US Treasuries (TYD/TYO/TMF). Three simple RSI/trend checks (bonds, tech vs utilities, bonds vs inverse S&P) drive equal-weight picks. Uses 2x–3x ETFs; expect large swings.
NutHow it works
Three signals each pick one ETF; the portfolio splits equally among them. 1) Bonds: if long bonds are very weak (RSI low), buy TMF (3x long 20+yr Treasuries); else trend-follow: TYD (3x long) if uptrend, or TYO (3x short) if downtrend on 7–10yr Treasuries. 2) If tech (XLK) is stronger than utilities (XLU), buy QLD (2x Nasdaq‑100); else TYD. 3) If broad bonds (BND) look weaker than inverse S&P 500 (SH), buy TYO; else QLD. RSI is a 0–100 gauge of recent gains; moving averages flag trend.
CheckmarkValue prop
Out-of-sample tested, this diversified tactical mix uses momentum signals to blend leveraged tech and Treasuries. It aims for a lower beta than SPY, a distinct risk/return profile, and bond exposure to complement an S&P 500 allocation.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.19
0.68
0.36
0.6
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
919.43%
15.08%
-1.67%
2.89%
0.9
10,138.43%
32.31%
-3.85%
1.03%
1.53
Initial Investment
$10,000.00
Final Value
$1,023,843.24
Regulatory Fees
$2,860.78
Total Slippage
$16,044.79
Invest in this strategy
OOS Start Date
Jan 21, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, momentum/rsi, leveraged etfs, bonds vs tech rotation, risk-on/off
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type