NOVA | Long John Bond ETFifier
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, tactical strategy that flips between T‑Bills, aggressive 3x stock funds, and inverse/volatility hedges. It uses short‑term “hot/cold” readings, recent slumps, and stock‑vs‑bond strength to chase leaders in good times and defend in bad. High risk.
How it worksIt runs quick health checks on markets using short‑term “heat” scores (RSI: a 10‑20 day gauge of how hot/cold a price move is), recent slumps (drawdowns), and whether stocks or bonds look stronger.
- If stocks look extremely hot, it buys a volatility hedge (UVXY) that tends to jump when markets stumble.
- If stocks look washed out, it often buys a rebound play (usually 3x tech).
- If stocks or long‑term Treasuries are sliding, it rotates to defenses: cash‑like T‑Bills (BIL), a managed‑futures fund (DBMF), inverse stock funds (e.g., SQQQ, DRV), or funds that profit when long‑term Treasury prices fall (TMV, TYO, TTT).
- When conditions look OK, it buys 1–2 of the strongest rising stock funds, usually leveraged versions of major themes: tech (TECL), S&P 500 (SPXL), semiconductors (SOXL), small caps (TNA), energy (ERX), homebuilders (NAIL), etc.
Value propEdge over the S&P: ~47% annualized return vs ~16%, Sharpe ~0.96 vs ~0.92, alpha ~0.28, Calmar ~1.02. Dynamic hedges/momentum target leaders, but expect larger drawdowns in crises.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.38 | 0.19 | 0 | 0.07 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 136.92% | 14.92% | -0.15% | 0.4% | 0.78 | |
| 224,503.73% | 247.01% | 10.32% | 16.54% | 2.41 |
Initial Investment
$10,000.00
Final Value
$22,460,373.35Regulatory Fees
$102,043.49
Total Slippage
$700,834.37
Invest in this strategy
OOS Start Date
Jul 16, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, momentum & mean reversion, leveraged/inverse etfs, volatility hedge, stocks–bonds rotation, drawdown filters, managed futures, cash/t‑bills
Tickers in this symphonyThis symphony trades 31 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
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
DIG
ProShares Ultra Energy
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks