V1.1 | Pop Bots l BrianE l Nov 21st 2011 | Michael B Mod: Fund Surfing V2
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules-based swing strategy. Buys leveraged stock funds after sharp drops, and jumps into UVXY after hot stock surges. Otherwise it “surfs” the most beaten‑down fund; in high fear it pivots to long or inverse long‑term Treasuries. High risk.
Each day it checks for extremes in fast-moving stock funds. If Nasdaq/S&P/semis have fallen hard, it buys those (aiming for a bounce). If stocks just had a big run-up, it briefly buys a volatility fund (UVXY). If neither, it buys the most beaten‑down fund from a small menu. If market fear looks hot, it instead picks between long or inverse long‑term Treasuries; when both are calm, it briefly adds a short-term “surf” that can include commodities.
It splits money across several near-identical modules, so multiple slices can choose the same pick.
This strategy shows outsized out-of-sample upside: ~72% annualized return vs ~22% for the S&P, with solid risk-adjusted metrics (Sharpe ~1.11, Calmar ~0.93) and diversification. Higher drawdowns mean it suits risk-tolerant investors.
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Invest in this strategy
OOS Start Date
Nov 1, 2022
Trading Setting
Daily
Type
Stocks
Category
Daily tactical, mean reversion, leveraged etfs, volatility hedge, swing trading, multi-asset, rules-based
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks