Short it baby! 0.0.0.4
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Contrarian “short-the-rip” system. If the market or key sectors look overheated (high RSI), it switches to UVXY (volatility). Otherwise it fades strength in tech, semis, and Nasdaq-100 using 3× bull/bear ETFs, occasionally parking in T-bills (BIL). High risk.
How it worksFirst, it asks: are big market funds (SPY, QQQ) or key sectors (value VTV, telecom VOX, staples XLP, banks XLF) unusually hot on a short‑term strength score called RSI (0–100; 80+ = overheated)? If yes, it buys UVXY, a fund that jumps when markets fall.
If not, it trades 3× tech funds: TQQQ/SQQQ (Nasdaq‑100), SOXL/SOXS (semis), TECL/TECS (tech). When short‑term strength beats long‑term, it usually picks the inverse (SQQQ/SOXS/TECS); when weak, it picks the bull. Sometimes it parks in BIL (T‑bills).
Value propOut-of-sample edge: Sharpe ~1.24 vs SPY ~1.01, higher alpha, and ~92.6% annualized oos return with Calmar ~1.50. Uses volatility hedges and contrarian tech exposure to beat the S&P—note higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.02 | 2.04 | 0.25 | 0.5 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 681.5% | 15.36% | 0.54% | -0.34% | 0.94 | |
| 896,571,382.25% | 204.32% | -1.91% | 4.17% | 1.95 |
Initial Investment
$10,000.00
Final Value
$89,657,148,224.78Regulatory Fees
$191,455,052.65
Total Slippage
$1,377,169,964.05
Invest in this strategy
OOS Start Date
Jul 2, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged etfs, inverse/short bias, volatility hedge, tech-focused, semiconductors, momentum/mean-reversion, high risk
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IYW
iShares U.S. Technology ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TECS
Direxion Daily Technology Bear 3x Shares
Stocks