V1 BWC: 60D RSI <> 50
Today’s Change (Oct 8, 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.
Out-of-sample: ~60.8% annualized return vs ~20.5% for the S&P, Sharpe ~1.45 vs ~1.28, Calmar ~1.91. Strong growth with hedging and tactical rotation—better risk-adjusted performance than 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 | |
|---|---|---|---|---|---|
| 767.53% | 15.68% | 1.72% | 4.21% | 0.96 | |
| 225,534.02% | 68.32% | 4.4% | 12.81% | 1.65 |
Initial Investment
$10,000.00
Final Value
$22,563,401.71Regulatory Fees
$29,914.27
Total Slippage
$255,810.44
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