V1 BWC: 60D RSI <> 50
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive market-timing strategy that rotates among major U.S. stock indexes and tech sectors, often using 3x leveraged funds in good conditions and defensive or volatility funds when markets look stressed.
This strategy watches 5 parts of the U.S. stock market: the Dow, S&P 500, Nasdaq, tech, and semiconductors. Each day, it judges whether each area looks healthy or weak based on recent price behavior. In strong conditions it often uses extra-aggressive 3x funds; in shaky conditions it may switch to a defensive fund or a market-fear fund. It then invests equally in the 4 areas moving the most.
Out-of-sample annualized return ≈55% vs ≈20% for the S&P; Sharpe ≈1.36 vs 1.24; Calmar ≈1.75; alpha ≈0.21. Higher upside with leverage and regime-driven hedges, but larger drawdowns ≈32% vs ≈19%. A distinct edge over the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.43 | 0.9 | 0.18 | 0.43 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 762.92% | 15.6% | -0.05% | 3.57% | 0.96 | |
| 213,882.27% | 67.49% | -3.74% | 6.64% | 1.63 |
Initial Investment
$10,000.00
Final Value
$21,398,227.32Regulatory Fees
$30,745.74
Total Slippage
$263,444.93
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged equity, momentum, mean reversion, volatility hedging, sector rotation, risk-on/risk-off
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