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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tech‑focused, rules-based trader: ride big uptrends with TQQQ; if markets overheat or break trend, quickly rotate to short tech, volatility ETFs, Treasuries, or cash. Uses simple trend lines, an overbought/oversold meter (RSI), and safety filters to limit drawdowns.
NutHow it works
Step 1: Read the market’s trend with simple averages. If the S&P 500/QQQ are above long-term averages and momentum is calm, it buys growth (mainly TQQQ). Step 2: If prices get “too hot” (RSI = an overbought/oversold meter), it flips to volatility ETFs or short tech to catch pullbacks. Step 3: If trend breaks, it parks in Treasuries or cash-like T‑bills. Step 4: It favors the calmest sub-rules by recent drawdown/vol.
CheckmarkValue prop
Out-of-sample: -7.24% annualized vs SPY +18.52%; max drawdown 42.54% vs 18.76%. A rules-based, tech-focused strategy to diversify risk and provide downside protection—best used as a risk-control sleeve alongside the S&P 500, not as core growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
1.6
1.15
0.08
0.28
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
67.49%
17.31%
-1.67%
2.89%
1.03
Initial Investment
$10,000.00
Final Value
$1,565,316.15
Regulatory Fees
$6,703.35
Total Slippage
$43,930.61
Invest in this strategy
OOS Start Date
Sep 19, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, tech-heavy, leveraged etfs, risk-on/risk-off, volatility hedging, bonds/cash rotation, crypto tilt
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type