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About
A rules-based US large-cap strategy that: uses a UVXY “fear” signal to go volatility or defensive, and otherwise follows the S&P 500 trend to rotate into either 3 recent leaders (in weak markets) or 10 steadier blue chips (in strong markets), sized by inverse volatility.
UVXY is a “fear” ETF that jumps when volatility spikes. RSI (0–100) is a hot/cold gauge; moving averages are average prices. If UVXY’s RSI > 65 and it’s trending up, the strategy buys UVXY; if not, it parks in short‑term bonds (SUB, SHY) and the US dollar (UUP). Otherwise it checks the S&P 500 trend using UPRO (3× SPY). If weak, it owns the 3 recent leaders among big US stocks; if strong, 10 steadier blue chips, giving bigger weights to calmer names.
Rules-based US large-cap strategy that times volatility and trends to own steadier leaders in up markets and stronger names in down markets, aiming for better risk-adjusted returns and lower drawdowns than the S&P 500 (out-of-sample tested).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.33 | 1.89 | 0.62 | 0.79 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 49.71% | 19.99% | 6.16% | 5.09% | 1.2 | |
| 292.22% | 85.37% | 10.78% | 14.02% | 1.77 |
Initial Investment
$10,000.00
Final Value
$39,222.30Regulatory Fees
$24.68
Total Slippage
$116.15
Invest in this strategy
OOS Start Date
Feb 26, 2026
Trading Setting
Threshold 0.1%
Type
Stocks
Category
Us large-cap rotation, trend-following, volatility timing, defensive sleeve, inverse-vol weighting
Tickers in this symphonyThis symphony trades 57 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ABT
Abbott Laboratories
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
APP
Applovin Corporation Class A Common Stock
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BAC
Bank of America Corporation
Stocks