OG V 1bb | đźš‚ Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015 | no bb okhi2u mod
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that rotates between a strong-dollar fund, commodities, leveraged semiconductor bets, and a defensive market-neutral fund based on dollar trend and signs of stock-market stress.
How it worksThis strategy checks the market every day and shifts among a few very different bets.
Most of the time, it asks: “Is the U.S. dollar in a strong uptrend?” If yes, it hides in UUP (a fund that rises with the U.S. dollar). If not, it usually buys the two most fast-moving choices from: SOXL (leveraged semiconductor stocks), DBC (commodities like energy/metals/agriculture), and BIL (very short-term T-bills/cash).
A separate slice usually sits in BTAL, a fund designed to hold up better when stock markets are shaky. Only when the S&P 500 looks extremely beaten down does that slice make a high-risk bet on semiconductors, either up (SOXL) or down (SOXS), using the bond market as a second opinion.
Value propOut-of-sample annualized return ~32% vs SPY ~21%; beta ~0.71; max drawdown ~18.4% (vs 18.8%); Calmar ~1.76. A diversified, regime-switching approach—dollar trend, commodities, semis, market-neutral—aims for higher, more stable returns than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.21 | 0.39 | 0.09 | 0.31 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 757.08% | 15.32% | -0.05% | 3.57% | 0.94 | |
| 3,889.01% | 27.7% | 3.59% | 4.42% | 1.25 |
Initial Investment
$10,000.00
Final Value
$398,901.15Regulatory Fees
$394.97
Total Slippage
$1,722.76
Invest in this strategy
OOS Start Date
Nov 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged sector rotation, commodities, dollar trend, market neutral, risk-on/risk-off
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
VTI
Vanguard Morningstar Total Stock Market ETF
Stocks