Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2
Today’s Change (Jun 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily risk‑on/risk‑off strategy. In calm uptrends it “surfs” the most‑fallen leveraged stock funds for rebounds; when conditions worsen it rotates into bonds, gold, commodities, currencies, or bearish hedges, guided by RSI, drawdowns, and trend signals.
How it worksRegime: If bonds (BND) rose over ~11 weeks → Risk ON; else → Risk OFF.
Risk ON: If volatility is calm, buy 4 most‑fallen among leveraged stock funds plus bonds/commodities/BTAL (mean‑reversion). If volatility spikes, mostly toggle between long vs short long‑term Treasuries and take brief bounce trades.
Risk OFF: If rates rise, favor USD/currencies/commodities and bearish hedges (often short bonds). If rates fall, hold gold, long Treasuries, BTAL. Equal‑weight; rebalance daily. RSI=hot/cold.
Value propCaptures upside in uptrends via 3x stock ETFs, then hedges with bonds, gold, and currencies in volatility to limit losses. Out-of-sample: ~16.5% annualized with diversification vs SPY’s ~21%, but with much higher drawdown risk—best as a satellite, not core.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.51 | 0.95 | 0.19 | 0.44 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 390.73% | 13.86% | 0.09% | 13.88% | 0.84 | |
| 124,922.98% | 78.92% | -2.18% | -13.62% | 1.75 |
Initial Investment
$10,000.00
Final Value
$12,502,298.26Regulatory Fees
$62,966.97
Total Slippage
$554,116.85
Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Risk-on/off, multi-asset, leveraged etfs, mean reversion + trend, volatility-aware, rising-rate hedge