plagiarism is good, actually
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rule‑based “risk‑on/risk‑off” system. It rides big‑tech uptrends with leveraged ETFs, and quickly flips to cash, Treasuries, inverse funds, or volatility hedges when signals turn. Relies on RSI, trends, and volatility to buy dips and avoid large drawdowns.
Each day it asks: is the market healthy or risky? If healthy (uptrend, strong momentum, calm volatility), it rides leaders—mainly big‑tech via TQQQ (3× Nasdaq), TECL (3× Tech), SOXL (3× Semis). If not, it cuts risk to cash (BIL), Treasuries (TLT/TMF), inverse Nasdaq (PSQ/SQQQ), or volatility (UVXY/VIXY). RSI (a 0–100 “hot/cold” score; <30 oversold, >70–80 overbought), moving averages, and volatility rules drive these flips. It can also rotate sectors and hold gold/commodities. Uses very risky, fast‑moving ETFs.
Out-of-sample, this risk-on/risk-off strategy beats the S&P: oos return ~63.5% vs 27.8%, oos Sharpe ~2.94 vs 2.29, Calmar ~11; drawdown ~5.7%. It leverages leaders in rallies and hedges when risk rises.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.04 | 0.46 | 0.06 | 0.25 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 51.18% | 10.23% | -1.77% | 0.2% | 0.64 | |
| 8,176.89% | 183.21% | -0.82% | 8.7% | 3.34 |
Initial Investment
$10,000.00
Final Value
$827,688.89Regulatory Fees
$2,623.97
Total Slippage
$16,891.70
Invest in this strategy
OOS Start Date
May 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,trend-following,rsi,sector rotation,leveraged etfs,hedging,volatility,bonds,commodities
Tickers in this symphonyThis symphony trades 106 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks