Prarie's LT mashup | The middle way
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 between tech stocks, gold, Treasury bonds, and volatility bets based on whether markets look overheated, healthy, or weak.
This strategy mixes several mini-strategies. It watches whether the stock market looks unusually “hot” or weak over the last few days and months. If markets look overheated, it shifts into a volatility fund plus some long-term bonds and gold. If conditions look healthier, it leans into tech/growth funds. In weaker markets, it often prefers gold, Treasury bonds, or funds that rise when the Nasdaq falls.
Adaptive, diversified strategy with out-of-sample risk controls: max drawdown ~15.7% vs ~18.8% for SPY, beta ~0.94, and ~14.0% return vs ~16.9%. A risk-managed hedge that complements stock exposure.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.67 | 0.61 | 0.12 | 0.34 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 793.64% | 15.7% | -0.05% | 3.57% | 0.96 | |
| 5,648,378.1% | 107.23% | -6.1% | 1.82% | 2.6 |
Initial Investment
$10,000.00
Final Value
$564,847,810.27Regulatory Fees
$1,687,751.92
Total Slippage
$16,231,355.35
Invest in this strategy
OOS Start Date
Oct 4, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, volatility hedge, tech/growth, gold, treasuries, leveraged etfs, inverse etfs
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks