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Steadfast Portfolio | Hedged
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, hedged, multi‑asset rotation that follows trend and “hot/cold” cues: buy strength and selective dips; in stress, move to cash‑like T‑bills, Treasuries, gold, or inverse hedges. Final weights are optimized to balance risk.
NutHow it works
It’s a daily, rules‑based blend of many mini‑strategies. It asks: is an asset trending up (price above its average) and is it hot or cold (RSI = a simple “overheated/washed‑out” meter)? • Strength: own growth (QQQ/tech), energy/commodities (DBO/DBC/XLE). • Weak/overheated: hold cash‑like T‑bills (SHV/BIL), long Treasuries (TLT/TMF), gold (GLD), or hedges that rise when stocks fall (PSQ/SH). Weights are set by math that spreads risk (Markowitz).
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.23 vs SPY ~1.13, Calmar ~2.05, max drawdown ~8.2% vs ~18.8%. A hedged, daily-rebalanced multi-asset rotation that reduces losses and enhances risk-adjusted upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.3
0.22
0.14
0.38
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
530.31%
15.26%
3.07%
6.63%
0.92
6,773.84%
38.58%
1.6%
3.18%
3.36
Initial Investment
$10,000.00
Final Value
$687,384.11
Regulatory Fees
$2,129.63
Total Slippage
$13,585.73
Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, hedged, trend-following, mean-reversion, commodities, bonds, volatility, markowitz optimization
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type