Quality Pop Bots
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A tactical dip-buying strategy for high-quality stocks: buy recent sharp pullbacks in strong companies, otherwise sit in T-bills, with a rare high-risk volatility hedge when the market looks too overheated.
This strategy looks through a list of strong, well-known companies and picks the 10 that have fallen the most lately.
It tries to buy those drops only when the stock looks unusually beaten down, or when market conditions seem supportive. If not, it parks money in very short-term Treasury bills (BIL), a cash-like holding.
If the overall market looks overheated, it makes a defensive bet on market turbulence using UVXY.
Out-of-sample edge: 13.76% annualized return, 12.1% max drawdown and Calmar 1.14, with beta ~0.66 to the S&P. Dip-buy quality stocks with cash ballast and rare volatility hedge for steadier, risk-adjusted upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.3 | 0.62 | 0.28 | 0.53 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 372.49% | 13.67% | -1.04% | -0.34% | 0.82 | |
| 8,170.31% | 43.95% | -0.1% | -5.07% | 1.88 |
Initial Investment
$10,000.00
Final Value
$827,030.74Regulatory Fees
$3,866.90
Total Slippage
$33,369.78
Invest in this strategy
OOS Start Date
Jun 9, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Equities, mean reversion, quality stocks, dip buying, tactical, risk-off filter, volatility hedge, large-cap growth
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
ADP
Automatic Data Processing
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
ANET
Arista Networks
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks