plagiarism is good, actually
Today’s Change (Mar 5, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based “risk‑on/risk‑off” switcher: ride 3x tech/S&P when trends are strong, rotate to the hottest sectors, and quickly hedge or move to cash/Treasuries when markets overheat or weaken. Built for big upside with many safety checks.
Daily it checks market health (is the S&P 500 above its long‑term trend?). If healthy, it rides fast tech‑heavy funds (3x Nasdaq, 3x Tech, 3x Semis) or 3x S&P and rotates to the strongest sectors.
If overheated/weak, it flips to hedges (VIX funds, inverse Nasdaq/S&P) or cash/Treasuries.
If deeply oversold, it buys the dip.
Many small rule‑sets vote; the safest/high‑edge idea wins. RSI=heat meter; MAs=trend lines.
Outstanding out-of-sample edge: ~63.5% annualized return vs ~27.8% for the S&P, Calmar ~11 and Sharpe ~2.94. It captures upsides in trends (levered tech) and hedges when risk rises, delivering bigger upside with disciplined risk control.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.06 | 0.45 | 0.06 | 0.24 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 53.55% | 10.72% | 0.54% | -0.34% | 0.66 | |
| 8,366.42% | 186.98% | 6.96% | 9.11% | 3.38 |
Initial Investment
$10,000.00
Final Value
$846,642.23Regulatory Fees
$2,542.79
Total Slippage
$16,367.60
Invest in this strategy
OOS Start Date
May 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend-following, momentum, volatility hedging, sector rotation, 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