Team Fortress 2
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A highly active “market weather” portfolio that chases strong trends in stocks, bonds, and commodities, but switches to hedges and safer assets when markets look weak or volatile.
This strategy is like a market weather system. It checks whether stocks, bonds, and volatility look calm or stormy using simple trend and momentum tests.
In good conditions, it leans into stocks—often aggressive tech funds. In bad conditions, it shifts toward safer assets like short-term bonds, gold, the U.S. dollar, managed futures, or hedges that rise when markets fall.
Weather-driven, multi-asset strategy that diversifies and protects during storms. Out-of-sample: drawdowns 6.6% vs 8.9% SPY, beta ~0.55x SPY, Calmar ~0.34, Sharpe ~0.23. A prudent ballast to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.32 | 0.44 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 139.25% | 15.55% | -1.04% | -0.34% | 0.96 | |
| 857.68% | 45.4% | -3.55% | -1.9% | 2.39 |
Initial Investment
$10,000.00
Final Value
$95,767.95Regulatory Fees
$215.98
Total Slippage
$1,616.98
Invest in this strategy
OOS Start Date
Dec 21, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, risk management, leveraged etfs, hedging, multi-asset, volatility trading, crypto
Tickers in this symphonyThis symphony trades 72 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITW
Bitwise 10 Crypto Index ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks