Pop Bot Q|0/68 - S|368
Today’s Change (Mar 17, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules-based, risk-on/off strategy centered on tech and semis. It buys 3x bull funds in uptrends or on sharp dips, flips to 3x bears when overheated or trends break, and uses bonds, staples, gold, dollar, and energy/commodities as hedges. High risk.
How it worksIt rebalances daily and flips between “risk‑on” and “defensive.”
- If the S&P 500 is in a long uptrend (price above its 200‑day average), it leans into tech: buys 3x bull funds for the Nasdaq/semis (TQQQ/SOXL/TECL) on dips (RSI very low) and may short them (SQQQ/SOXS/TECS) if they look overheated (RSI very high) or break trend.
- If the market weakens, it moves to cash‑like bond funds (ICSH/BSV/SHY) or uses milder shorts (SH/PSQ). It also rotates into energy/commodities (XLE/XOP/PDBC) when they’re trending, and manages interest‑rate risk: buys long Treasuries (ZROZ/TMF) when rates fall, or uses inverse bond funds (TBT/TMV) and a strong‑dollar fund (USDU) when rates rise.
- A volatility check (via UVXY) decides when to add extra hedges (SPXU/SQQQ) vs stay safer.
Value propOut-of-sample edge: 26.9% annualized vs SPY 20.2%, and Calmar ~1.29—better risk-adjusted upside. Dynamic risk-on/off with hedges in bonds/commodities/rates aims to capture tech wins while limiting drawdowns vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.38 | 0.59 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 210.94% | 14.08% | -1.77% | 0.2% | 0.79 | |
| 4,301.01% | 55.19% | 0.22% | 5.34% | 1.75 |
Initial Investment
$10,000.00
Final Value
$440,101.13Regulatory Fees
$1,226.30
Total Slippage
$7,369.51
Invest in this strategy
OOS Start Date
Nov 30, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum, leveraged etfs, risk-on/risk-off, volatility hedge, sector rotation, commodities, treasuries
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
ICSH
iShares Ultra Short Duration Bond Active ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RSP
Invesco S&P 500 Equal Weight ETF
Stocks