SPYU GO UP
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily on/off switch between owning the S&P 500 or its inverse. It follows the long‑term trend, buys short‑term dips, and hedges when markets look overheated. Bond signals and extreme moves in a leveraged tech fund act as extra risk alarms.
Each day it holds one fund: SPYU (goes up with the S&P 500) or SH (goes up when the S&P 500 falls). It first checks if the S&P 500 is above its 200‑day average. In uptrends it prefers SPYU, buying dips when a short‑term “hot/cold” score (RSI) is very low and hedging to SH when many risk gauges are overheated. It also uses bond strength and a leveraged tech fund’s spikes/drops as warning signs. In downtrends it defaults to SH, only buying brief washouts.
Out-of-sample: Sharpe -0.96, max drawdown 11.6%, annualized return -38% vs S&P. This is a disciplined risk-control strategy: daily regime-switching with hedges and cross-asset signals aimed at capital preservation and diversification beyond the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.38 | 2.09 | 0.45 | 0.67 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 73.46% | 22.64% | 2.33% | 3.36% | 1.39 | |
| 585.69% | 104.11% | 1.37% | 11.42% | 1.7 |
Initial Investment
$10,000.00
Final Value
$68,569.23Regulatory Fees
$127.75
Total Slippage
$931.33
Invest in this strategy
OOS Start Date
Jul 14, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, rsi/overbought-oversold, risk-on/off switch, s&p 500, inverse hedge, cross-asset signals
Tickers in this symphonyThis symphony trades 15 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
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYU
MAX S&P 500 4x Leveraged ETN
Stocks