Serious Business LBT
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive, rules‑based, daily mix of leveraged stock, bond, and hedge ETFs. It rides tech‑led uptrends and buy‑the‑dip signals, then defends with cash, Treasuries, volatility and short funds when risk rises.
It’s a daily‑rebalanced mix of many small rule sets. Each one checks simple signals—trend (price above/below its average), “heat” (RSI: a 0‑100 gauge of how fast price just moved; high=overheated, low=washed‑out), recent % moves, volatility, and bond trends—and then picks one ETF.
In calm uptrends it owns 3x tech/US stocks (TQQQ, UPRO, TECL, SOXL). On sharp drops it “buys the dip.” When markets look overheated or shaky it shifts to cash/T‑bills (BIL), Treasuries (TLT/TMF), a market‑neutral hedge (BTAL), or bear/volatility funds (SQQQ, SOXS, VIXY). It can also flip gold‑miners, small‑caps, and emerging‑markets bull/bear funds when their signals turn.
Potentially ~45% annualized vs ~22% for the S&P in out-of-sample periods, via a daily, rules-based levered ETF mix that rides uptrends and hedges risk. More volatility and larger drawdowns, but disciplined risk controls seek upside in trends.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.13 | 0.98 | 0.14 | 0.37 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 308.3% | 14.44% | -1.77% | 0.2% | 0.85 | |
| 20,023,763.82% | 222.38% | -5.18% | 0.83% | 2.73 |
Initial Investment
$10,000.00
Final Value
$2,002,386,381.81Regulatory Fees
$6,266,496.17
Total Slippage
$44,999,605.89
Invest in this strategy
OOS Start Date
Jan 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi‑strategy, leveraged etfs, trend & mean‑reversion, volatility hedging, bonds, tech/semis tilt, macro regime
Tickers in this symphonyThis symphony trades 88 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
C
Citigroup Inc.
Stocks
CSX
CSX Corporation
Stocks