⭐| Total Frankenstein Sort
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A complex trading system that rotates among aggressive tech-heavy tactics and defensive shelters, then backs the 2 mini-strategies with the strongest recent results.
This strategy is a ‘strategy picker.’ It watches many mini-strategies, then puts money in the 2 that have been working best lately, with a bit more weight on the steadier one.
Most mini-strategies try to ride strong stock markets—especially tech and semiconductors—but switch to cash, bonds, gold, utilities, managed futures, or even bearish funds when markets look weak, overheated, or panicky.
Out-of-sample, this strategy beats the S&P on risk-adjusted and total return: Sharpe ~1.70 vs ~1.21, Calmar ~4.31, annualized ~72% vs ~16%. Drawdowns are higher (~17% vs ~9%), but multi-sleeve rotation targets faster gains with hedges when markets weaken.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.64 | 1.82 | 0.34 | 0.58 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 80.38% | 20.96% | -0.05% | 3.57% | 1.33 | |
| 1,597.7% | 149.36% | -6.63% | 4.23% | 2.13 |
Initial Investment
$10,000.00
Final Value
$169,770.03Regulatory Fees
$511.96
Total Slippage
$3,564.09
Invest in this strategy
OOS Start Date
Dec 28, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, multi-strategy, leveraged equity, risk-on/risk-off, trend following, mean reversion, defensive rotation
Tickers in this symphonyThis symphony trades 111 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMAT
Applied Materials Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
ARQQ
Arqit Quantum Inc. Ordinary Shares
Stocks
BABA
Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
Stocks
BDRY
Breakwave Dry Bulk Shipping ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks