Return Rotator | Actively Traded
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that scans 9 major stocks, lets each one choose bullish, bearish, or defensive exposure, then buys the 4 with the strongest recent results.
This strategy watches 9 big-name stocks, mostly tech: Apple, Microsoft, Meta, Google, Nvidia, Amazon, MicroStrategy, Berkshire, and Costco.
Each stock gets its own simple test: is the recent price trend up, down, or has it fallen so fast it might bounce? Based on that, it may buy the stock, a boosted bullish version, a bearish version, or move to short-term Treasury bills.
Each day it then picks the 4 stock models with the strongest recent performance and splits money evenly across them. For Apple and Microsoft, it also has market-panic rules that can switch into defensive holdings.
Out-of-sample edge: annualized return 31.78% vs 17.84% for the S&P; Sharpe 1.19 vs 1.07; Calmar 1.87; max drawdown 16.99% vs 18.76%; 718 days tested. A tactical mega-cap rotation with superior risk-adjusted performance.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.32 | 0.61 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 82.75% | 21.66% | -0.05% | 3.57% | 1.37 | |
| 262.32% | 51.98% | 0.03% | 9.83% | 1.77 |
Initial Investment
$10,000.00
Final Value
$36,231.67Regulatory Fees
$171.75
Total Slippage
$1,214.73
Invest in this strategy
OOS Start Date
Nov 1, 2024
Trading Setting
Daily
Type
Stocks
Category
Equities, tactical rotation, mega-cap tech, single-stock etfs, leveraged, inverse, trend following, mean reversion
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
AAPL
Apple Inc.
Stocks
AMZD
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks