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Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily trading strategy that chases strong stock trends—mainly tech—then rapidly hides in hedges, bonds, gold, or bearish funds when markets look stressed.
This strategy checks the market every day and asks: are stocks trending up, getting too hot, or starting to panic? In strong periods it often buys turbo-charged tech, semiconductor, or S&P 500 funds.
When markets look shaky, it can switch into crash hedges like volatility funds, inverse funds that rise when stocks fall, bonds, gold, or cash-like holdings. It also uses KMLM, a managed-futures fund, as a “stress barometer” to judge whether stock risk is worth taking.
Out-of-sample, this strategy markedly beats the S&P on risk-adjusted returns: Sharpe ~2.92 vs -0.56, Calmar ~26, and strong annualized gains. It uses adaptive hedging and regime-switching to chase tech upside while protecting on drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.65 | 0.69 | 0.02 | 0.15 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 95.22% | 21.33% | -1.04% | -0.34% | 1.38 | |
| 715,721.03% | 1,200.18% | 59.81% | 59.16% | 4.24 |
Initial Investment
$10,000.00
Final Value
$71,582,103.23Regulatory Fees
$61,746.43
Total Slippage
$571,104.65
Invest in this strategy
OOS Start Date
Sep 21, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, inverse etfs, volatility trading, regime switching, momentum, risk-on/risk-off
Tickers in this symphonyThis symphony trades 102 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