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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules-based rotation that rides leveraged tech in uptrends and quickly flips to fear hedges, inverse Nasdaq, bonds/cash, or KMLM (managed‑futures) when risk rises. Built from vetted TQQQ, Holy Grail, and KMLM modules.
Daily rules pick the lane:
1) Uptrend (SPY above 200‑day): ride leveraged tech (TQQQ/TECL/SOXL—turbo Nasdaq/tech/semis), buy dips.
2) If momentum overheats or breaks (RSI = a 0–100 “heat meter”), flip to fear funds (UVXY/VIXY), inverse Nasdaq (SQQQ), or bonds/cash.
3) If KMLM (a diversified trend‑following ETF) is stronger, hold KMLM.
Out-of-sample return ~17.5% vs SPY 15.2%, via daily, rules-based rotations into leveraged tech and hedges (volatility, inverse Nasdaq, KMLM). Calmar ~1.20 signals solid risk-adjusted upside and diversification, with potentially larger drawdowns in stress.
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Invest in this strategy
OOS Start Date
Oct 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged tech momentum, trend-following, tactical rotation, volatility hedge, managed futures (kmlm), daily rebalance
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 ETF
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