Roth component - euro bonds to treasuries (Buy Copy)
Today’s Change (Mar 18, 2026)
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About
A daily tactical strategy. It gauges: 1) Treasuries vs euro-heavy corporate bonds, 2) low‑vol stocks vs the S&P 500, and 3) value vs growth. Those signals pick one of eight ETF baskets (mix of tech/healthcare vs commodities/industrials, plus hedges). Uses some inverse/leveraged funds.
How it worksIt checks 3 simple scorecards, then picks a basket of ETFs for that market “mood.”
1) Big picture (≈3 months): Are US Treasuries (IEF) beating international corporates (PICB)? If yes, long‑term risk off; else risk on.
2) Short term (≈2 weeks): Is low‑vol stock index (SPLV) beating the S&P 500 (SPY)? If yes, short‑term risk off; else risk on.
3) Style (≈10 weeks): Are small‑cap value stocks (IWN) beating small‑cap growth (IWO)? If yes, tilt to commodities/value; else to growth/tech.
It then buys that preset basket and rebalances daily (includes some inverse/leveraged ETFs).
Value propDaily regime-switching strategy rotates into 8 ETF baskets to ride risk-on/risk-off signals. It cuts big drawdowns (6.97% vs SPY 18.76%), targets ~11% annualized return, and shows strong risk-adjusted performance (Calmar 1.57) versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.28 | 0.31 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 280.89% | 13.21% | -1.77% | 0.2% | 0.78 | |
| 2,881.39% | 37.03% | -3.45% | -0.36% | 2.6 |
Initial Investment
$10,000.00
Final Value
$298,138.84Regulatory Fees
$2,375.60
Total Slippage
$14,470.20
Invest in this strategy
OOS Start Date
Sep 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, regime switching, relative momentum, factor rotation, commodities/currencies, inverse & leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 59 assets in total
Ticker
Type
AMLP
Alerian MLP ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DRIP
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
Stocks
DUG
ProShares UltraShort Energy
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
EFU
ProShares Trust UltraShort MSCI EAFE
Stocks