Rotating Super SPY
Today’s Change (Jul 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A tactical ETF portfolio that rotates among four U.S. sectors and long Treasuries, with a shared core rule: own the S&P 500 in uptrends or switch to a defensive mix when weak. Uses simple trend checks and an oversold/overbought gauge to lean risk‑on or defensive.
How it worksThe portfolio has 5 sleeves. Four (15% each) own a sector (XLF, XLK, XLE, XLU) only when its short‑term trend is up; otherwise they use a core rule. Core rule: own SPY when above its 200‑day average; if not, hold a defensive mix (T‑Bills BIL plus staples XLP and gold GLD, sized to favor the steadier one) unless tech looks very oversold (QQQ’s RSI ≤30), then buy XLK. The last 40% flips between long Treasuries (TLT) and the same core rule using very long‑term trend and an “overheated” check (RSI = a 0–100 recent‑moves gauge).
Value propOut-of-sample Sharpe ~1.30 vs SPY 1.17, annualized return ~21% vs 20%, drawdown ~12% vs ~19%, and beta ~0.8—providing steadier upside with improved risk control, proven over 702 days of testing.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.1 | 0.55 | 0.63 | 0.79 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 589.76% | 10.64% | 0.57% | 4.94% | 0.61 | |
| 1,787.28% | 16.62% | 0.1% | 3.26% | 1.19 |
Initial Investment
$10,000.00
Final Value
$188,727.59Regulatory Fees
$301.24
Total Slippage
$2,420.77
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, sector rotation, momentum, etfs, risk management
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks
XLU
State Street Utilities Select Sector SPDR ETF
Stocks