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UGL Leading Indicator + Blackswan Catchers
Today’s Change

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About

A tactical, short‑term strategy. It goes to T‑bills by default, buys UVXY when volatility spikes, deploys ~40% to bounce trades in drawdowns, and when gold surges it buys the most beaten‑down high‑octane ETF for a rebound. Uses RSI and short‑term trend ranks.
NutHow it works
It switches between four modes: 1) If gold (UGL, a 2x gold ETF) jumped recently, buy the most beaten‑down ETF from a small basket of high‑octane funds (3x semis/tech/S&P/healthcare or gold) for a short‑term rebound. 2) If the S&P 500’s short‑term volatility spikes, buy UVXY (benefits when fear/volatility surges). 3) If the market’s recent drop is big, put about 40% into “Pop Bots” that try to catch quick bounces using an RSI “hot/cold” gauge (0–100; >80 hot, <30 cold) and short‑term trend ranks; the rest sits in cash. 4) Otherwise, stay in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample annualized return 39.17% vs SPY ~19.7%, max drawdown 9.84% vs 18.76%, Calmar 3.98, Sharpe ~0.82. A volatility-hedged, gold-driven tactical strategy that aims for higher upside with lower risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.34
0.13
0
0.07
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
288.77%
13.91%
3.07%
6.63%
0.81
2,468.66%
36.51%
2.12%
1.38%
1.03
Initial Investment
$10,000.00
Final Value
$256,866.09
Regulatory Fees
$255.66
Total Slippage
$1,547.53
Invest in this strategy
OOS Start Date
Oct 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedge, mean reversion, rsi, gold signal, risk-managed, defensive cash
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type