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Standardized Frontrunner | 2011-11-01
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About

A short‑term swing sleeve that rotates among UVXY (fade overheated markets), TQQQ (buy oversold tech for a rebound), and BIL (sit in T‑bills). It times extremes using simple “hot/cold” scores and recent drop/rebound checks.
NutHow it works
It always holds one fund: UVXY (jumps when fear/volatility rises), TQQQ (a 3× tech‑heavy Nasdaq fund), or BIL (T‑bills). It watches a 0–100 “hot/cold” score (RSI) on TQQQ, XLK (tech), VOX (communications), and VTV (value). If any score is very hot (>79), it buys UVXY (betting on a pullback). If TQQQ is very cold (<30), it buys TQQQ (rebound). After ~−12% in 6 days, a big 1‑day pop (>5.5%) is faded with UVXY; else it parks in BIL. Otherwise it stays in BIL.
CheckmarkValue prop
Out-of-sample: 23.45% annualized return vs 19.29% for the S&P, with Calmar ~1.03 signaling solid long-run risk-adjusted upside from UVXY/TQQQ/BIL rotations; higher drawdowns possible, but regime-driven volatility capture aims for bigger gains.
Invest in this strategy
OOS Start Date
Mar 11, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf rotation, mean reversion, volatility hedge, leveraged etfs, crash defense, short-term, event-driven
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type