SLAAAM (SLUNT-WAM-FTLT)
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving, high-risk strategy that mostly swings between leveraged tech, bearish tech bets, Treasury bonds, gold, and cash depending on market trend, volatility, and short-term momentum.
This is a very aggressive market-timing strategy. It first asks whether the U.S. stock market is unusually jumpy. If yes, it makes a quick bullish or bearish bet on the S&P 500, tech stocks, or long-term U.S. bonds.
If markets are calmer, it mostly rotates between leveraged tech funds, bearish tech funds, Treasury bonds, gold, and cash-like T-bills based on whether tech looks strong, weak, overbought, or oversold.
Out-of-sample edge: ~46.8% annualized return vs ~20% for the S&P. A regime-based, leveraged tech/bonds/gold/cash strategy aims big upside from trends, with Calmar ~0.77. Expect higher drawdowns (~60%), but far greater upside when bets pay off.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.65 | 2.13 | 0.41 | 0.64 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 91.38% | 15.71% | -0.05% | 3.57% | 0.95 | |
| 3,961.13% | 129.94% | -4.05% | 12.05% | 1.76 |
Initial Investment
$10,000.00
Final Value
$406,113.26Regulatory Fees
$1,215.45
Total Slippage
$9,910.97
Invest in this strategy
OOS Start Date
Jun 21, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, technology-focused, long/short, volatility regime, bonds, gold
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
JEPQ
J.P. Morgan Nasdaq Equity Premium Income ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks