OOS Stuff 1 from DB
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 among several short-term trading systems, mostly making aggressive bets on tech/Nasdaq and sometimes on market fear or short-term Treasury funds.
Each day, this strategy ranks 7 mini-strategies by how well they did over the last 10 days, keeps the best 5, and splits money evenly across them.
Most mini-strategies make short-term bets on tech and the Nasdaq using aggressive 2x/3x funds, switch to “fear” funds when markets look overheated, and sometimes hide in short-term Treasury funds when conditions look risky.
Out-of-sample meta-strategy: solid risk-adjusted return (Sharpe ~1.05, Calmar ~0.95) with diversified tech/volatility exposure, complementing the S&P 500. ~24.2% annualized; higher drawdowns (~25%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.42 | 1.12 | 0.46 | 0.68 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 211.45% | 14.78% | -0.05% | 3.57% | 0.82 | |
| 9,099.75% | 73.09% | -3.76% | 3.5% | 1.9 |
Initial Investment
$10,000.00
Final Value
$919,975.15Regulatory Fees
$3,270.59
Total Slippage
$27,643.09
Invest in this strategy
OOS Start Date
May 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, leveraged etfs, volatility trading, nasdaq/technology, daily rebalancing
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks
META
Meta Platforms, Inc. Class A Common Stock
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks