The Not Boring: Rising Rates with Vol Switch
Today’s Change (Nov 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A market-timing strategy that leans into tech, banks, and long bonds when markets are calm, but shifts toward a more defensive mix including gold and the U.S. dollar when stocks or bonds get shaky.
How it worksThis strategy checks two stress signals: big tech stocks and long-term Treasury bonds. If either has fallen sharply in the last 10 trading days, it moves into a broader mix that includes gold and the U.S. dollar, while dialing position sizes based on which assets have been calmer lately.
If both look stable, it uses a more aggressive mix of 3x funds tied to the Nasdaq 100, financial companies, and long-term Treasuries. Calmer holdings get bigger weights; bumpier ones get smaller weights.
Value propDynamic regime-switching strategy that shifts toward gold/USD and defensive mixes when tech or long-bond stress rises, then back to growth when calm. Out-of-sample: ~11.9% annualized, Sharpe ~0.62, beta ~0.77, with disciplined risk diversification vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.11 | 0.71 | 0.36 | 0.6 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 718.54% | 13.56% | -5.4% | -4.54% | 0.83 | |
| 2,324.79% | 21.28% | 2.51% | -7.47% | 1.06 |
Initial Investment
$10,000.00
Final Value
$242,478.96Regulatory Fees
$758.88
Total Slippage
$5,160.61
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Risk parity, tactical asset allocation, volatility targeting, regime switching, leveraged etfs, multi-asset, rising rates
Tickers in this symphonyThis symphony trades 6 assets in total