Rain's "Best Signals" Medley FTLT
Today’s Change (Mar 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based blend of proven tech‑trend systems (TQQQ/Holy Grail) with a KMLM managed‑futures fallback. It rides tech uptrends, hedges pullbacks with volatility or shorts, and parks in KMLM/bonds/defensives when momentum fades. High risk.
Each day it picks from four buckets:
- Leveraged tech index funds (TQQQ/TECL/SOXL/SPXL/UPRO) when stocks trend up or after sharp sell‑offs.
- Volatility funds (UVXY/VIXY) when markets look overheated (RSI, a 0–100 “speedometer” of recent moves, is very high).
- Short funds (SQQQ/SPXU) in downtrends.
- KMLM (a managed‑futures fund across commodities, rates, FX), bonds, or defensive sectors when stocks lose momentum. It uses the 200‑day average, recent returns, and bond checks to switch.
Out-of-sample return 17.48% vs S&P 15.19%, with Calmar 1.20 and oos Sharpe 0.63. Accept higher drawdowns (14.5% vs 5.1%) for diversified tech-led upside via leveraged tech, hedges, and KMLM futures aimed at stronger long-term growth than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.65 | 0.99 | 0.09 | 0.31 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 61.97% | 13.26% | 0.54% | -0.34% | 0.8 | |
| 56,082.15% | 412.79% | -10.36% | -5.55% | 3.16 |
Initial Investment
$10,000.00
Final Value
$5,618,215.49Regulatory Fees
$10,658.76
Total Slippage
$68,971.39
Invest in this strategy
OOS Start Date
Oct 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged growth, momentum & mean reversion, volatility hedging, managed futures, daily tactical, tech-heavy
Tickers in this symphonyThis symphony trades 64 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
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FNGD
MicroSectors FANG+ Index -3X Inverse Leveraged ETNs due January 8, 2038
Stocks
FNGO
MicroSectors FANG+ Index 2X Leveraged ETNs due January 8, 2038
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks