V 1.4.6 'The Cheetah' | Proteus Slime + Dividends l 100-0 | CONS 2.0 update
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily-rebalanced, multi-asset system using momentum (RSI) and moving averages to rotate across growth, income, hedges, and defense, with built-in volatility and bond hedges. It combines themes like ARK, JEPI, and CONS, plus hedges (UVXY/UVIX, SQQQ, SOXS) and bond proxies (BIL/TLT/IEF), aiming for trend-following gains while limiting risk.
How it worksThink of it as a large, multi-pocket portfolio that continuously scans a broad set of assets. Each pocket (group) has specific buy/sell rules based on momentum (RSI) and price trends (moving averages). Every day it decides how much to allocate to each pocket, often picking the top or bottom candidate within a group. When volatility or risk spikes, it shifts toward hedges (volatility ETFs like UVXY/UVIX, inverse/short tech like SQQQ, etc.) or toward safer bonds (BIL, IEF, TMV, TLT). The strategy mixes growth tilts (ARK family, leveraged tech/semiconductors like TQQQ/TECL/SOXL), dividend tilts (JEPI), and strategic cash-like positions (BIL) to balance risk. It also uses bond-market signals (TLT vs. TMV, etc.) to decide when to reduce risk or stay defensive. In practice, you’ll see daily rebalancing across many baskets with dynamic weights, often a mix of 0% to 100% in a basket, and occasional culling via filters that pick the strongest performers while filtering out weak ones. Note: the exact logic is highly intricate (nested IFs, filters, and leaf decisions) and designed to be updated over time (CONS V2.0, etc.). What this means for you as a layman is: it’s a busy, signal-driven, hedged, multi-asset system that tries to chase trends but protect against drawdowns by rotating into volatility and bonds when risk rises.
Value propOut-of-sample potential is higher: ~35% annualized vs SPY’s ~21%, aided by dynamic hedges and multi-asset tilts. Expect stronger trend gains, but note drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.24 | 1.37 | 0.14 | 0.37 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 79.98% | 17.18% | -2.02% | -1.16% | 1.04 | |
| 11,900.37% | 263.9% | -10.8% | -10.51% | 2.4 |
Initial Investment
$10,000.00
Final Value
$1,200,036.96Regulatory Fees
$13,016.22
Total Slippage
$80,288.07
Invest in this strategy
OOS Start Date
Feb 13, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged/inverse etfs, volatility hedges, bond proxies, dividend/equity tilt, crypto exposure, multi-asset diversification, trend-following and momentum filters). the top-level rebalance is daily, with capital allocated across many “leaf” strategies (leaf = a concrete buy/sell rule) via weighted groups. it employs rsi-based momentum checks over different windows (5, 10, 20, 30+ days) to decide if an asset is trending and how strong, moving-average rules to confirm longer-term direction, and occasional price-actions like “exponential moving average comparisons” to gate entries/exits. it also uses a set of ranking/selection filters to pick the strongest or weakest candidates within a basket (e.g., “top 1” or “bottom 1” by a metric like cumulative return or moving-average return). the cons 2.0 updates indicate ongoing changes to risk controls and which sub-strategies are activated under bullish/bearish conditions (e.g., ark baller adjustments, bil/tlt bond checks). the strategy includes many named baskets (jepi, ark baller, cons, defense, etc.) and uses modern hedges (uvxy, uvix, sqqq, soxs, etc.) to blunt drawdowns when volatility spikes. in short: it aims to ride trends across a broad set of assets while constantly rotating toward hedges or defensive bets when risk signals worsen, all on a daily cycle. it is best viewed as a diversified, semi-automated, risk-managed, trend-following machine that blends growth, income-oriented themes, and crisis hedges into one portfolio.
Tickers in this symphonyThis symphony trades 67 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BND
Vanguard Total Bond Market
Stocks