SM Switchboard v1.2 (2012 Backtest)
Today’s Change (Oct 22, 2026)
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About
A very aggressive market-timing strategy that rapidly switches between leveraged tech stocks, defensive assets, and bearish funds based on trend, momentum, and crash signals.
This strategy is a daily “switchboard.” It checks whether markets look strong, weak, overheated, or washed out, then jumps into different funds.
Most of the time it tilts toward fast-moving U.S. stock funds, especially tech and semiconductors. When conditions worsen, it can rotate into Treasury bonds, the U.S. dollar, gold, consumer staples, volatility funds, or even funds that rise when the Nasdaq falls.
Out-of-sample: ~44.8% annualized return vs SPY ~19.4%, Calmar ~1.02. A diversified, trend-driven mix across tech, bonds, vol, and hedges aims for higher growth and regime resilience beyond SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.68 | 1.68 | 0.36 | 0.6 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 658.38% | 14.75% | -0.05% | 3.57% | 0.92 | |
| 18,711,509.86% | 128.09% | -3.7% | 10.01% | 2.01 |
Initial Investment
$10,000.00
Final Value
$1,871,160,985.86Regulatory Fees
$3,312,872.95
Total Slippage
$31,750,605.58
Invest in this strategy
OOS Start Date
Feb 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, trend following, mean reversion, leveraged etfs, inverse etfs, volatility trading, multi-asset
Tickers in this symphonyThis symphony trades 44 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DIG
ProShares Ultra Energy
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LTPZ
PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund
Stocks