V 1.1b | Leveraged S&P 10 Actively Traded | Deez | PROD | Michael B Version | Sorter
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, volatility-based rotation into five tech-focused assets using levered/inverse exposure and RSI/momentum rules, with cash hedges and daily rebalancing.
A) Pick five assets from a tech-oriented universe that are most volatile over the last 14 days. B) For each asset, if its 14-day RSI is below 30, buy the levered long version of that asset (e.g., AAPL -> AAPB). C) If not, check whether tech-market momentum via VGT is favorable and use alternative signals to buy the asset. D) If signals aren’t favorable, hold cash (e.g., BIL) or a hedge. E) Weight the five chosen assets so about 70% of the portfolio is exposed distributed across them, and rebalance daily. F) Repeat every day, updating the five holdings based on the latest signals and volatility.
Out-of-sample annualized return 46.8% vs ~25% for the S&P; Calmar 1.73 signals stronger risk-adjusted gains despite ~27% max drawdown. Daily volatility-driven tech rotation with hedges aims for bigger, clearer upside than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.16 | 1.58 | 0.57 | 0.76 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 81.36% | 20.6% | -2.02% | -1.16% | 1.31 | |
| 285.64% | 52.9% | 3.89% | -6.15% | 1.5 |
Initial Investment
$10,000.00
Final Value
$38,564.48Regulatory Fees
$64.48
Total Slippage
$358.68
Invest in this strategy
OOS Start Date
Nov 8, 2023
Trading Setting
Daily
Type
Stocks
Category
Volatility-driven, leveraged etf, momentum-based, tech-focused, daily rebalance
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
AAPL
Apple Inc.
Stocks
AMZD
Direxion Shares ETF Trust Direxion Daily AMZN Bear 1X ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
FBL
GraniteShares ETF Trust GraniteShares 2x Long META Daily ETF
Stocks