Pop Bots + Adaptive Asset Allocation - l GiantSteps/BrianE l Nov 2nd 2011
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A two-part system: buy sharp dips or bet on brief volatility spikes, and otherwise rotate among tech, bonds, commodities, gold miners, and the US dollar based on 6‑month trends—with a safety switch to short‑term Treasuries when fear spikes.
It runs two playbooks and picks one based on simple signals.
1) Short‑term “Pop” trades:
- If a 10‑day momentum score (RSI) says key stock funds have fallen fast (below 30), buy the 3x version to play for a quick rebound (TQQQ, SPXL, SOXL).
- If that score says they’ve run up too fast (above 80), buy UVXY, which jumps when fear suddenly rises.
2) If no “Pop,” use a 6‑month scoreboard:
- Compare how stocks (SPY), bonds (TLT), commodities (DBC) and the US dollar (UUP) have done.
- Hold two choices that fit the winning theme (e.g., tech + bonds, commodities + gold miners, tech + dollar), giving more weight to the calmer one.
3) If market fear (VIXM) is extremely hot, sit in short‑term Treasuries (SHY).
Out-of-sample edge: ~24% annualized return vs SPY’s ~23%, with Calmar ~0.78 and Sharpe ~0.79. Regime-rotation plus volatility hedges aim for higher upside with managed risk, though drawdowns can be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.59 | 0.58 | 0.08 | 0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 347.16% | 13.14% | -1.77% | 0.2% | 0.8 | |
| 159,029.26% | 83.63% | 11.86% | 17.21% | 1.85 |
Initial Investment
$10,000.00
Final Value
$15,912,926.27Regulatory Fees
$49,628.02
Total Slippage
$339,284.36
Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, momentum rotation, mean reversion, volatility hedging, leveraged etfs, risk management
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks