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Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An aggressive, rules-based strategy that tries to surf tech rallies, buy sharp dip-bounces, hide in cash during danger, and sometimes use volatility funds as protection or speculation.
This strategy is an aggressive market timer centered on big US tech stocks. It mainly watches TQQQ, a turbo-charged version of the Nasdaq-100.
If tech looks too hot, it buys a fear/volatility fund. If tech crashes, it may bet on a bounce. In calmer periods, it leans heavily into TQQQ and similar high-risk funds. If market or bond stress gets too high, it steps aside into BIL, a cash-like Treasury-bill fund.
Tech-led, agile strategy aiming for bigger upside in rallies with hedges and cash. Out-of-sample return ~16.4% vs SPY ~18.2%, but higher drawdowns (~37% vs ~19%). Diversifies risk and adds tech exposure to an SPY core.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.72 | 0.75 | 0.08 | 0.28 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 719.04% | 15.08% | -0.05% | 3.57% | 0.93 | |
| 7,113,079.46% | 110.86% | -1.26% | 8.74% | 1.88 |
Initial Investment
$10,000.00
Final Value
$711,317,946.17Regulatory Fees
$2,280,234.86
Total Slippage
$21,918,969.36
Invest in this strategy
OOS Start Date
May 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, nasdaq/tech, volatility trading, mean reversion, trend following, risk-off cash
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks