Prarie's LT mashup | The middle way
Today’s Change (Nov 5, 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.
Dynamic rotation across tech, gold, and bonds hedges volatility and limits drawdowns. OOS: 9.56% annualized return, max drawdown 16.85%, Calmar 0.57—offering lower risk and clearer capital preservation vs the S&P during regime shifts.
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 | |
|---|---|---|---|---|---|
| 786.38% | 15.6% | -1.04% | -0.34% | 0.95 | |
| 5,348,291.57% | 106.09% | -8.16% | -9.34% | 2.58 |
Initial Investment
$10,000.00
Final Value
$534,839,157.38Regulatory Fees
$1,710,812.10
Total Slippage
$16,453,392.02
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 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