Rotating Super SPY
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A flexible strategy that rotates among stock sectors, the overall U.S. market, long-term Treasury bonds, and defensive holdings like cash, staples, and gold based on market trend and momentum signals.
How it worksThis strategy splits money into 5 buckets. Four smaller buckets watch specific stock sectors: financials, technology, energy, and utilities. If a sector is trending up, that bucket buys it; if not, it switches to a backup plan.
The backup plan usually buys the broad U.S. stock market (SPY) when the market looks healthy. If the market looks weak, it moves to safer assets like Treasury bills, consumer staples, and gold—except after a very sharp selloff, when it may buy technology stocks for a rebound.
The biggest bucket watches long-term U.S. government bonds (TLT) and switches between bonds and that same backup plan.
Value propOut-of-sample, this strategy delivers higher risk-adjusted returns (oos Sharpe 1.29 vs 1.12 SPY) with lower drawdowns (12.2% vs 18.8%), positive alpha, and low beta. A dynamic mix of sectors, bonds and defensives aims for steadier growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.1 | 0.55 | 0.63 | 0.8 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 613.38% | 10.65% | -1.04% | -0.34% | 0.61 | |
| 1,876.13% | 16.62% | -0.58% | 1.61% | 1.19 |
Initial Investment
$10,000.00
Final Value
$197,613.11Regulatory Fees
$310.70
Total Slippage
$2,452.23
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Us equities, sector rotation, trend following, tactical asset allocation, bonds, defensive assets, gold
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