V 3.0 | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙♂️ | AR: 9335.3%, DD 32.3% - BT date 1DEC19
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-regime, multi-asset tactical strategy that picks a single, often leveraged ETF to own based on a web of RSI and momentum signals. It rotates between growth-oriented bets (3x ETFs for tech/semis), volatility hedges, and bond/cash defenses to chase trends while trying to guard against drawdowns. It's aggressive and highly levered.
Plain-language description of how it operates:
1) Every day the system tests many signals to decide which market regime (overbought, oversold, defensive, bear/ inflationary) is most persuasive.
2) Within the chosen regime, it scans a set of candidate ETFs (stocks, bonds, volatility, commodities) and ranks them using momentum-type rules (momentum, RSI, moving averages).
3) It picks a single asset that best fits the regime (often a 3x leveraged ETF for growth or a hedge) and allocates the entire position to that asset.
4) It rebalances daily, so today’s pick may be different from yesterday’s based on fresh signals.
5) The asset mix covers stocks (broad and tech/semis), bonds, volatility proxies, and a few commodities/currency exposures, to capture diverse regime moves.
6) It uses hedges (volatility ETFs like UVXY, VIXY) and defensive assets (short-term Treasuries, cash proxies) to limit drawdowns when risk spikes.
7) Because many picks are 3x leveraged ETFs, the approach aims for big gains in favorable regimes but carries high risk of large losses in choppy markets.
Out-of-sample edge: ~62% annualized return vs SPY ~24%, driven by daily regime-driven, high-conviction bets (often 3x levered) with hedges. Captures big upside while aiming for disciplined risk management versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.64 | 0.69 | 0.02 | 0.16 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 137.1% | 14.7% | -1.77% | 0.2% | 0.78 | |
| 289,696,049.93% | 963.51% | -18.4% | 8.76% | 3.05 |
Initial Investment
$10,000.00
Final Value
$28,969,614,993.18Regulatory Fees
$242,607,897.44
Total Slippage
$1,745,143,698.79
Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Daily
Type
Stocks
Category
Algorithmic trading, tactical asset allocation, leveraged etfs, regime switching, momentum/rsi signals, volatility hedging
Tickers in this symphonyThis symphony trades 39 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
EUO
ProShares UltraShort Euro
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks