V1 BWC: 60D RSI <> 50
Today’s Change (Sep 21, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it tactically rotates among Dow, S&P 500, Nasdaq, Tech, and Semis, using a simple strength score to buy 3x bull funds in uptrends, shift to defensive or VIX hedges in weakness/overheating, and focuses on the 4 most active areas.
Every day it looks at five stock baskets: Dow (DIA/UDOW), S&P 500 (SPY/UPRO), Nasdaq (QQQ/TQQQ), Tech (XLK/TECL), and Semis (SOXX/SOXL). It uses a 0–100 “strength” score (RSI) to tell if each basket has been strong (>50) or weak (<50).
- Strong: buy 3x on dips (RSI<30), hedge if too hot (RSI>80), otherwise favor what’s stronger (base vs 3x).
- Weak: default to a defensive fund (BTAL) unless price turns up (above 20‑day avg) or deeply oversold. Big shocks can shift to VIX hedges (VIXY/UVXY).
It then picks the 4 most active baskets and splits money evenly.
Invest in a dynamic, risk-aware rotation across top US markets using leverage only in favorable regimes. Out-of-sample annualized return ~59.7% vs S&P 20%, Sharpe ~1.42 vs 1.24, Calmar ~1.88; higher drawdowns but much higher upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.43 | 0.9 | 0.18 | 0.42 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 750.2% | 15.58% | -0.5% | 2.26% | 0.96 | |
| 216,015% | 68.13% | 0.11% | 1.56% | 1.64 |
Initial Investment
$10,000.00
Final Value
$21,611,500.20Regulatory Fees
$29,534.67
Total Slippage
$252,324.19
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, rsi-based momentum, sector/index rotation, leveraged etfs, volatility hedging, daily rebalance
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UDOW
ProShares UltraPro Dow 30
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks