Run This and Be Done With It
Today’s Change (Sep 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily: if any major index/sector looks overheated, go all‑in on a volatility fund (VIXM). Otherwise, hold GE and LLY mainly, with a small NVDA stake and a tech hedge (QID), sized by recent volatility.
Each day it checks a 10‑day “heat” score (RSI: 0–100) on big market funds: SPY (S&P 500), QQQ (Nasdaq‑100), XLK (Tech), IYY (total US), VTV (Value), VOX (Communications). If any score is very high (~79–80), it moves 100% into VIXM, a fund that jumps when market fear/volatility spikes. If none are red‑hot, it holds GE and LLY at about 40% each; the small remainder is split between NVDA and QID (goes up when QQQ falls), sized so calmer names get more weight. Rebalanced daily.
Out-of-sample: 23.30% annualized return vs 19.80% for the S&P; max drawdown 11.54% vs 18.76%; Sharpe 1.41 vs 1.20; Calmar ~2.02. Higher risk-adjusted growth with a built-in volatility hedge and daily rebalance.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 0.36 | 0.16 | 0.4 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 690.3% | 14.1% | -0.5% | 2.26% | 0.86 | |
| 3,550.61% | 25.8% | -5.79% | 1.22% | 1.58 |
Initial Investment
$10,000.00
Final Value
$365,060.57Regulatory Fees
$842.40
Total Slippage
$5,112.27
Invest in this strategy
OOS Start Date
Apr 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Market-timing, volatility-hedge, momentum-contrarian, daily-rebalance, inverse-etf, single-stocks
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
GE
GE Aerospace
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
LLY
Eli Lilly & Co.
Stocks
NVDA
Nvidia Corp
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
VOX
Vanguard Communication Services ETF
Stocks
VTV
Vanguard Morningstar Value ETF
Stocks