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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, this strategy targets higher growth (17.5% vs 15.2% S&P) with Calmar ~1.20 and diversified engines (levered tech, volatility hedges, KMLM futures) to ride rallies and cushion pullbacks—more upside with disciplined risk.
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 | |
|---|---|---|---|---|---|
| 62.88% | 13.44% | -0.15% | 0.4% | 0.81 | |
| 56,414.52% | 414.43% | -1.72% | -3.79% | 3.16 |
Initial Investment
$10,000.00
Final Value
$5,651,451.62Regulatory Fees
$10,628.97
Total Slippage
$68,781.15
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