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Sector Combined Mean Reversions
Today’s Change

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About

CheckmarkValue prop
Out-of-sample edge: ~11.8% annual return with ~1.0% max drawdown and Sharpe ~1.72 vs SPY’s negative results and ~3.2% drawdown. A disciplined multi-asset mean-reversion strategy that buys rebounds and hedges risk, outperforming the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.21
0.37
0.38
0.62
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
396.08%
13.7%
-1.67%
2.89%
0.84
2,338.56%
29.19%
0.09%
4.01%
2.58
Initial Investment
$10,000.00
Final Value
$243,856.30
Regulatory Fees
$1,341.21
Total Slippage
$8,160.30
Invest in this strategy
OOS Start Date
Oct 8, 2025
Trading Setting
Daily
Type
Stocks
Category
N/A
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type