V1 Barry Bonds | DereckN | Beta: 0.16 | Sharpe: 2.06 | Calmar: 2.65
Today’s Change (Mar 15, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A low‑beta, tactical mix that shifts between tech, Treasuries, cash-like T‑bills, and hedges. Uses trend (200‑day), “heat” (RSI), and bonds vs inverse‑tech to decide when to lean into QQQ/ROM, hedge with VIXY/TMF, or go defensive with SHV/BTAL/SQQQ.
How it worksIt watches three things: trend, “heat,” and bonds vs “short tech.”
- Trend: If the S&P 500 is below its 200‑day average, it’s risk‑off; above it is risk‑on.
- Heat (RSI): 0–100 score; low=cold/oversold, high=hot/overbought.
- If tech is very cold, split 50/50 between 2x tech (ROM) and T‑bills (SHV).
- In bears, hold QQQ if bonds look stronger than “short QQQ” (PSQ); else hold short‑tech (SQQQ), anti‑beta (BTAL), and SHV.
- In bulls, keep ~50% SHV; hedge with VIXY+TMF if overheated, otherwise use TMF, QQQ, or SPLV based on bond vs PSQ and trend.
Value propLow-beta, regime-switching mix across tech, bonds, cash, and hedges. In out-of-sample tests it cuts drawdown to 12.6% (vs 18.8% SPY) and yields Calmar ~1.22 with beta ~0.5, offering steadier, risk-adjusted growth vs the S&P 500, even if raw returns lag.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.28 | 0.23 | 0.05 | 0.23 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 628.59% | 14.71% | -2.85% | -2.42% | 0.9 | |
| 7,256.57% | 34.59% | -0.56% | 2.58% | 1.83 |
Initial Investment
$10,000.00
Final Value
$735,656.51Regulatory Fees
$2,031.68
Total Slippage
$13,341.14
Invest in this strategy
OOS Start Date
Sep 22, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, regime switching, cross-asset momentum, tech vs bonds, low beta, hedged, leveraged etfs, volatility hedge
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks