RINF BondCeption
Today’s Change (Mar 17, 2026)
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About
A daily rule‑based, multi‑asset strategy that uses a bond baseline (RINF) and several momentum/risk baskets (Mellow Grail, JRT) to tilt between leveraged tech, broad equities, gold, and hedges, guided by RSI and moving‑average signals with equal weighting inside each chosen basket.
- The system runs every day and starts with a bond baseline (RINF).
- It then runs through a long list of condition checks on many ETFs and stocks. Each check is an IF statement: if the indicator and price tests for a given asset group pass, that group is chosen.
- Inside the chosen group, assets are weighted evenly (equal weight) rather than picking a single winner.
- The groups include a “Mellow Grail” basket (focused on leveraged tech momentum like TQQQ/QLD/QQQ with hedges), a “JRT” basket (a mixed, diversified stock group with some risk controls), and a bond/hedge‑heavy basket (including VIXY and inverse ETFs).
- Indicators used include RSI (momentum/overbought‑oversold), moving averages (trend over windows like 10, 20, 60, 200 days), and return measures (cumulative or moving‑average returns) to rank or select assets.
- If a market signal suggests risk is high, the algorithm can tilt toward hedges (VIXY) or inverse ETFs and toward gold or bonds. If signals are favorable, it tilts toward momentum equity baskets with leverage in the tech group.
- The overall objective is to maintain a diversified, risk‑aware, rule‑driven allocation that can shift between growth‑oriented baskets and protective hedges, with a bond baseline supporting stability.
- The strategy is listed under EQUITIES but explicitly uses bonds and hedges to manage risk, so it behaves as a dynamic, macro‑tilt, multi‑asset approach rather than a pure single‑market equity play.
Daily rule-based, bond-backed multi-asset strategy aiming for ~31.8% annualized return vs S&P 500's ~20.3%, using momentum baskets and hedges to capture upside while curbing risk. Higher volatility and drawdowns are possible.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.65 | 1.13 | 0.23 | 0.48 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 498.33% | 14.34% | -1.77% | 0.2% | 0.88 | |
| 1,912,697.05% | 109.24% | -7.07% | 0.37% | 2.05 |
Initial Investment
$10,000.00
Final Value
$191,279,704.50Regulatory Fees
$725,809.44
Total Slippage
$5,190,166.03
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, risk hedging, multi‑asset, leveraged etfs
Tickers in this symphonyThis symphony trades 24 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
COST
Costco Wholesale Corp
Stocks
DOG
ProShares Short Dow30
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GE
GE Aerospace
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LLY
Eli Lilly & Co.
Stocks