v1.2 Adaptive All Weather Portfolio | Garen Crash Protection Mod
Today’s Change (Jan 19, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
An adaptive, K‑1‑free “all weather” mix that shifts with fear and interest‑rate trends. It rotates among leveraged stock funds, Treasuries (long or short), the U.S. dollar, and commodities, with a crash switch to protect in panics. Aims to beat the S&P 500 long term.
How it worksStep 1: Panic check. If fear is high (VIXY’s RSI—a 0–100 “recent ups vs downs” score—>54), switch to Crash Protection: if the Nasdaq (QQQ) is above its 25‑day average, hold one 2x index fund; else sit in very short‑term Treasuries.
Step 2: Otherwise hold ~30% stocks, 55% bonds, 15% commodities. Stocks: when rates fall, rotate into 2–3x S&P/Tech/Semis; when rates rise, use defensives (staples, energy), inverse index funds, and 40% long the U.S. dollar (USDU). Bonds: Treasuries when steady, 3x long when rates fall, or short Treasuries + long USD when rates rise. Commodities: keep a broad fund (PDBC) and add oil/gold/silver if strong.
Value propOut-of-sample, this adaptive, crash-protected mix beats the S&P with higher return and strong risk control: 23.39% annualized vs 21.66%; drawdown 18.33% vs 18.76%; Calmar ~1.28; alpha ~0.11%; beta ~0.55. Diversified, risk-aware growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.23 | 0.35 | 0.15 | 0.39 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 272.7% | 15.26% | 2.19% | 5.01% | 0.87 | |
| 1,095.44% | 30.72% | -0.49% | 0.57% | 1.74 |
Initial Investment
$10,000.00
Final Value
$119,543.89Regulatory Fees
$463.69
Total Slippage
$2,779.95
Invest in this strategy
OOS Start Date
Oct 25, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Adaptive all‑weather, risk‑on/risk‑off, crash protection, leveraged & inverse etfs, bonds/commodities rotation, usd tilt
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks