Proposal for V3.0.4.1b | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙♂️, comrade, WaywardSon, zyzz | 2012 Backtestable | Belcampo69 updated some of the modules > AR & < DD
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, rules‑based swing strategy that flips daily among 3× tech/semis, shorts, and volatility (UVXY) using “overheated/oversold” stock signals plus bond/commodity trend checks. It chases big moves in both directions. Risk is very high.
How it worksDaily rules drive a traffic‑light system. If the S&P 500 looks overheated, it buys volatility (UVXY/VIXY) to bet on a pullback. If it looks washed out, a quick bond check (T‑Bills vs 7–10yr Treasuries) decides between 3× bulls (TQQQ/TECL/SOXL/UPRO) or 3× bears (SQQQ/TECS/SOXS/SPXS). Broader cues from bond trends (TLT) and commodities (DBC) can shift into long/short Treasuries (TMF/TMV), energy/oil, gold, the U.S. dollar, or cash‑like bills. Several parallel versions with different lookbacks split the capital.
Value propOut-of-sample, this strategy targets ~46.5% annualized returns vs SPY’s ~21.8%, with a Calmar ~0.95 and dynamic, multi-asset rotations designed to capture big moves. Note: drawdowns can reach ~49%, higher than SPY’s ~19%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.69 | 1.21 | 0.08 | 0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 612.12% | 14.68% | -0.15% | 0.4% | 0.9 | |
| 1,249,008,216,891.43% | 406.53% | 5.15% | -7.09% | 2.58 |
Initial Investment
$10,000.00
Final Value
$124,900,821,699,143.12Regulatory Fees
$10,674,627,403.04
Total Slippage
$12,756,728,112.85
Invest in this strategy
OOS Start Date
Dec 9, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, daily rebalancing, momentum + mean reversion, volatility hedge, risk-on/risk-off
Tickers in this symphonyThis symphony trades 39 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
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EUO
ProShares UltraShort Euro
Stocks