V1 | 🪖🍆 Operation Eggplant | Deez | DO NOT FOLLOW 12OCT2022
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it compares Beyond Meat vs Raytheon momentum to gauge risk-on/off. Then it checks how hard semiconductors have just fallen. It goes 3× long chips (SOXL), 3× short chips (SOXS), or sits in the U.S. dollar (UUP). Aggressive and concentrated.
How it worksEach day the strategy checks two things:
1) Risk vibe: Is Beyond Meat (BYND, a speculative stock) showing stronger recent gains than Raytheon/RTX (RTX, a defense stock)? If yes, it prefers betting on chip stocks to rise; if no, it prefers betting against them.
2) Chip-sector health (using SMH to measure drops): If pain looks to be easing, it uses SOXL (3× long). If pain is worsening, it uses SOXS (3× short). If neither condition is met, it parks in UUP (long U.S. dollar).
Value propOut-of-sample edge: ~77% annualized return vs ~24% for the S&P, with Calmar ~2.15. A risk-on/off signal-driven, 3x semiconductor strategy offering higher upside with disciplined risk and USD hedging—though larger drawdowns than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.48 | 1.69 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 195.8% | 16.1% | 2.33% | 3.36% | 0.86 | |
| 5,849.8% | 75.48% | -3.31% | -5.34% | 1.2 |
Initial Investment
$10,000.00
Final Value
$594,980.21Regulatory Fees
$896.53
Total Slippage
$6,708.12
Invest in this strategy
OOS Start Date
Oct 12, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, cross-asset signal, semiconductors, leveraged etfs, risk filter, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total