OG v1.2 Buy The Dips 150d MA Basket | with bond selector | - no k-1 edition | SHARED
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Rules-based plan: buy stock-market dips with a partial safety anchor, avoid overheated surges with cash/volatility hedge, rotate 70% into the strongest 150‑day trends, and actively flip a 30% bond sleeve between long and short Treasuries.
How it worksRSI is a quick “heat gauge” of recent moves. If TQQQ looks too hot (>79), it goes defensive (≈75% T‑Bills via BIL, ≈25% volatility hedge via VXX). If markets look washed‑out (RSI: TQQQ <31 or SPY <30), it buys the dip using 3x stock funds (TECL or UPRO) plus a safety anchor (XLP). Otherwise: 70% rotates into the 4 strongest over 150 days from a basket (tech, semis, S&P, energy, staples, healthcare, Brazil, commodities, USD, bonds), and 30% flips between long/short Treasuries (TMF/TMV) using 150‑ & 23‑day trends.
Value propOut-of-sample edge: 23.1% annualized return vs 19.3% for the S&P, achieved through dip-buying, 150-day momentum rotation, and a bond sleeve. Higher upside with risk controls, but larger drawdowns—best for risk-tolerant, long-term growth seekers.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.25 | 1.36 | 0.53 | 0.73 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 217.95% | 14.22% | 1.72% | 4.21% | 0.79 | |
| 2,884.63% | 47.76% | 14.86% | 11.21% | 1.28 |
Initial Investment
$10,000.00
Final Value
$298,462.94Regulatory Fees
$722.81
Total Slippage
$5,583.04
Invest in this strategy
OOS Start Date
Mar 15, 2024
Trading Setting
Threshold 12%
Type
Stocks
Category
Tactical multi-asset, momentum and dip-buying, leveraged etfs, risk-on/risk-off, bond timing, trend rotation