Remember the Meme l Fort Minor
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A quirky, high-risk portfolio that only invests when market-fear momentum looks calm enough; otherwise it hides in short-term Treasury bills.
This strategy watches VIXM, a fund linked to expected stock-market turbulence. It uses a simple “heat meter” called RSI over the last 10 days; if that reading stays below 75, the strategy buys a quirky high-risk mix led by healthcare, energy, and clean energy, with some cash in short-term Treasury bills. If the reading gets too high, it exits everything and moves 100% into BIL, a very low-risk Treasury-bill fund.
It shifts to cash in turbulence and goes risk-on when calm. In out-of-sample tests, it delivers higher risk-adjusted returns (Sharpe ~2.51 vs 1.28; Calmar ~8.57) with very low market beta (~0.11), aiming for bigger upside with controlled risk vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.02 | 1.16 | 0.5 | 0.71 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 338.83% | 13.83% | -1.04% | -0.34% | 0.82 | |
| 422.08% | 15.58% | 22.44% | 28.54% | 0.65 |
Initial Investment
$10,000.00
Final Value
$52,207.72Regulatory Fees
$21.22
Total Slippage
$166.03
Invest in this strategy
OOS Start Date
Apr 17, 2026
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, sector rotation, leveraged etfs, risk-on/risk-off, treasury bills
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
GENZ
VanEck ETF Trust VanEck Digital Native Economy ETF
Stocks
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
Stocks
ICLN
iShares Global Clean Energy ETF
Stocks
RICK
RCI Hospitality Holdings, Inc.
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks