The Seven Deadly Sins | Ether
Today’s Change (Aug 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A trend‑aware, theme‑based momentum strategy. If QQQ’s short‑term trend is weak, it goes defensive (BTAL + T‑bills). If strong, it evenly spreads across 7 themes and owns the 1–2 recent leaders in each, with built‑in index/cash fallbacks.
Step 1: Check the market’s tone using QQQ. If its 50‑day average price is below its 200‑day average (downtrend), go defensive: split money between BTAL (a defensive, market‑neutral stock strategy) and BIL (T‑bills).
Step 2: Otherwise, split money evenly across 7 themes (luxury, banks, defense, social media/search, dating, food & drink, convenience/entertainment). In each theme, buy the 1–2 names with the strongest ~11‑week price trends (if weak, it can default to QQQ/SPY/BIL).
Adaptive momentum across 7 themes with a risk-off regime. Out-of-sample: Calmar ~1.74, Sharpe ~1.14, beta ~0.90. Diversifies vs the S&P with a defensive sleeve to dampen downturns and capture leaders in uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| -0.01 | 0.9 | 0.63 | 0.79 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 15.38% | 20.19% | 3.95% | 4.88% | 1.45 | |
| 13.37% | 17.6% | 1.73% | 5.85% | 1.14 |
Initial Investment
$10,000.00
Final Value
$11,336.76Regulatory Fees
$1.84
Total Slippage
$14.26
Invest in this strategy
OOS Start Date
Feb 12, 2025
Trading Setting
Threshold 15%
Type
Stocks
Category
Equities, momentum, trend following, sector rotation, tactical, risk-on/risk-off, factor, market neutral, etfs
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLK
Blackrock, Inc.
Stocks
BMBL
Bumble Inc. Class A Common Stock
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPRI
Capri Holdings Limited
Stocks
DASH
DoorDash, Inc. Class A Common Stock
Stocks
EA
Stocks
GD
General Dynamics Corporation
Stocks
GOOG
Alphabet Inc. Class C Capital Stock
Stocks