v1.1 Bull Baller l BrianE l 2011 Mod
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, high‑risk tactical strategy that reads bonds and stock “heat” (RSI) to flip between leveraged bull ETFs, inverse funds, short‑term bonds, and UVXY. Buys dips in uptrends; in downtrends favors inverse or bonds; uses UVXY during extreme hot/cold moments.
How it worksRSI = 0–100 “heat gauge” of recent moves (high=overbought, low=oversold). 200/20‑day avg = long/short trend.
- Reads bonds first (are long Treasuries stronger than T‑bills?).
- If the S&P 500 is extremely hot, it briefly buys UVXY (spikes when markets wobble). If extremely cold, it either takes a quick bearish pop (UVXY/SOXS) or buys the dip.
- Otherwise: in uptrends it buys the 2 most beaten‑down leveraged bull funds (Nasdaq/S&P/semis or long Treasuries). In downtrends it rotates to inverse funds or short‑term bonds, and only buys dips after a trend turn.
Value propDynamic regime-driven sleeve that blends leveraged equities, inverses, and bonds via RSI/MA signals. OOS: ~20% annualized return with diversification and a Calmar ~0.41, aiming to complement the S&P 500 and help weather big drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.03 | 0.83 | 0.05 | 0.22 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 620.2% | 14.76% | -0.15% | 0.4% | 0.91 | |
| 106,938,280.17% | 163.27% | 11.84% | 18.13% | 1.85 |
Initial Investment
$10,000.00
Final Value
$10,693,838,017.33Regulatory Fees
$33,425,181.42
Total Slippage
$240,352,678.59
Invest in this strategy
OOS Start Date
Oct 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical,daily-rebalance,leveraged-etfs,mean-reversion,trend-following,volatility-hedge,equities,bonds,inverse-etfs
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks