OG V 1bb | π Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015 | no bb okhi2u mod
Todayβs Change (Nov 5, 2026)
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A symphony is an automated trading strategy β 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: βIs the U.S. dollar in a strong uptrend?β 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 32.13% vs SPY 20.27%, with similar drawdowns and a Calmar of 1.75. A daily-rebalanced mix of semis, commodities, and dollar exposure targets higher, steadier upside with controlled risk vs 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 | 0.3 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 750.12% | 15.21% | -1.04% | -0.34% | 0.93 | |
| 3,917.82% | 27.68% | 3.71% | 5.86% | 1.25 |
Initial Investment
$10,000.00
Final Value
$401,781.62Regulatory Fees
$395.66
Total Slippage
$1,725.73
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