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PWN What More Do You Need | All Dynamic Sorts | 01/25/2024 (DerekN) | BIL Alt Tracking
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based trader that rotates among big‑tech bets (Apple, Amazon, Tesla or a tech basket), defensive staples/oil, cash‑like T‑Bills, or inverse/volatility hedges. A selector chooses the mini‑strategy with the best recent stats. Tech‑tilted and very active.
NutHow it works
Daily it shifts among: risk‑on (Apple/Amazon/Tesla via single‑stock funds AAPU/AMZU/TSLL, or big‑tech baskets TECL/FNGU) and risk‑off (consumer staples/oil: XLP, DBO/SCO; inverse‑tech: SQQQ/TECS; or cash‑like T‑Bills: BIL/SHV/SHY/SGOV/VGSH; plus UVXY as a volatility hedge). Rules use RSI (a 0–100 “heat” score) and moving‑average trends. A top layer picks the mini‑strategy working best lately.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
-0.86
2.96
0.45
0.67
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
12.94%
35.88%
3.07%
6.63%
3.05
Initial Investment
$10,000.00
Final Value
$9,879.65
Regulatory Fees
$9.51
Total Slippage
$49.94
Invest in this strategy
OOS Start Date
Jan 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, tech-heavy, leveraged/inverse etfs, single-stock etfs, volatility hedge, momentum/mean-reversion, risk-on/off, daily rebalance, t-bills
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type