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Today’s Change (Sep 2, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Active, daily trend strategy. Buys leveraged tech/semis when momentum is strong; quickly hedges into inverse ETFs, bonds, gold, or cash when volatility spikes. Uses RSI (0–100 “heat”), SPY’s 200‑day trend, and KMLM (managed‑futures) to switch risk.
Goal: ride tech uptrends, step aside when risk spikes.
Method: If the S&P 500 (SPY) is above its 200‑day average, it’s “bull”; otherwise “bear.” In bull, it holds leveraged stock funds (TQQQ=Nasdaq‑100, SOXL=semis, TECL=tech, UPRO=S&P). If volatility (UVXY/VIXY) jumps or tech weakens (RSI=0–100 “heat” of recent gains/losses), it flips to hedges (SQQQ/TECS/SOXS), bonds (TLT/TMF), gold (GLD), or cash (BIL). KMLM (managed‑futures) adds a second risk check. Trades daily; expect ~0.20–0.25% slippage; best in tax‑advantaged accounts.
Rules-based regime-switching strategy riding tech uptrends and hedging quickly during volatility spikes. Out-of-sample: ~188% annualized return with Calmar ~11.6 vs SPY’s negative returns—high upside with disciplined downside, ideal for tax-advantaged accounts.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.68 | 0.75 | 0.03 | 0.17 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 93.46% | 22.27% | 0.54% | 0.69% | 1.42 | |
| 528,718.02% | 1,263.17% | 28.41% | 174.21% | 4.35 |
Initial Investment
$10,000.00
Final Value
$52,881,801.55Regulatory Fees
$39,540.75
Total Slippage
$361,097.66
Invest in this strategy
OOS Start Date
Aug 11, 2026
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, regime-switching, leveraged etfs, volatility hedging, managed futures, tactical asset allocation
Tickers in this symphonyThis symphony trades 100 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BABA
Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
Stocks
BAM
Brookfield Asset Management Ltd.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks