OG V.1.4|Dippy Qutie π|Garen,Pietros,EricS|6/16/22
Todayβs Change (Oct 22, 2026)
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A symphony is an automated trading strategy β Learn more about symphonies here
About
A fast-moving strategy that swings between leveraged U.S. stocks, commodities, safe assets, or even a bet against stocks, depending on market fear, tech weakness, bond trends, and whether stocks or commodities have been stronger.
How it worksThis strategy checks the market every day and moves all the money based on a set of warning signs.
If market fear is extreme, it bets against U.S. stocks using SPXU.
If tech stocks have fallen hard recently, it may either hide in short-term Treasury bonds (SCHO) or buy a leveraged tech rebound fund (TQQQ).
Otherwise, it compares U.S. stocks (SPY) with commodities (PDBC) over several long time periods. If stocks look stronger, it may buy leveraged U.S. stocks (UPRO) or the strongest βsafeβ asset like bonds, gold, or the U.S. dollar. If commodities look stronger, it buys PDBC.
Value propOut-of-sample, this strategy targets ~41.8% annualized return vs ~21.5% for the S&P, with Sharpe ~1.13 and Calmar ~1.05. Expect higher drawdowns (~39.6%), but regime-switching aims to capture large upside while managing risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.59 | 1.09 | 0.19 | 0.44 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 280.44% | 15.03% | -0.05% | 3.57% | 0.86 | |
| 53,732.01% | 93.27% | 6.74% | 16.5% | 1.66 |
Initial Investment
$10,000.00
Final Value
$5,383,200.57Regulatory Fees
$13,770.59
Total Slippage
$111,864.53
Invest in this strategy
OOS Start Date
Nov 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, regime switching, leveraged etfs, defensive rotation, commodities, volatility hedge
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHO
Schwab Short-Term U.S. Treasury ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks