Prarie's LT mashup | The middle way
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules-based, multi-sleeve plan: fade overheated markets with UVXY, otherwise rotate among Tech, Treasuries, Gold, or inverse QQQ based on trend and risk signals. A smaller sleeve uses leveraged ETFs for faster swings. High risk; highly tactical.
It splits your money into three rule-driven sleeves.
- If big stock indexes look very hot short term (RSI is a “heat meter”), it buys volatility (UVXY) plus some Treasuries (TLT) and Gold (GLD), expecting a pullback.
- If not hot, it rotates: Tech/growth in uptrends; Treasuries/Gold or inverse QQQ (PSQ/SQQQ) in downtrends.
- A smaller sleeve trades faster with leveraged ETFs (TQQQ, TMF/TMV) using simple trend/heat rules.
Out-of-sample: 18.9%/yr vs SPY 17.1%; max drawdown 15.7% vs 18.8%; Calmar 1.20. A rule-based, multi-sleeve strategy hedging heat with volatility and rotating among tech, bonds, and gold—delivering stronger risk-adjusted gains than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.68 | 0.61 | 0.12 | 0.34 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 780.46% | 15.69% | -0.5% | 2.26% | 0.96 | |
| 6,136,229.52% | 109.32% | 2.23% | 3.28% | 2.63 |
Initial Investment
$10,000.00
Final Value
$613,632,951.76Regulatory Fees
$1,647,778.36
Total Slippage
$15,847,480.79
Invest in this strategy
OOS Start Date
Oct 4, 2024
Trading Setting
Threshold 4%
Type
Stocks
Category
Tactical asset allocation, volatility hedge, mean reversion, trend following, leveraged etfs, sector rotation, risk-on/off regimes
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