V1.2 - BWC Equities Long/Short 3x w/ RSI hedge using V1b Vol-ey Wolley Mashup
Today’s Change (Jan 9, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, risk‑on/risk‑off rotation. When conditions are calm, it rides the strongest 3x stock funds. When warnings appear, it flips to hedges: inverse stocks, long/short Treasuries, dollar, gold, staples, or T‑Bills. It also has a volatility “crash” sleeve.
Daily check of stock “heat” and bond trend using simple signals (RSI = a hot/cold meter; moving average = a trend line). If stocks look overheated or shaky, it adds hedges: inverse stock funds (e.g., SQQQ/SDS), short bonds (TMV), T‑Bills, dollar (UUP/USDU), gold (GLD), staples (XLP). If calm, it buys the 2–3 strongest 3x stock funds (e.g., TQQQ, UPRO, HIBL, TNA). Bonds flip long (TMF/VGLT/VGIT) when rates fall, short/dollar when rates rise. A momentum sleeve picks the 2 best of SPY, TLT, GLD, UUP, DBC, or cash. In panics, it may buy UVXY.
Dynamic risk-on/risk-off strategy using 3x ETFs and hedges with a volatility sleeve. OOS: ~18.9% annualized return, Sharpe 0.60, Calmar 0.315; max drawdown ~60%. Diversifies SPY and may protect capital in volatile regimes.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.38 | 1.01 | 0.11 | 0.33 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 127.1% | 14.77% | 1.16% | 2.74% | 0.77 | |
| 270,065.75% | 277.15% | 10.71% | 31.98% | 2.39 |
Initial Investment
$10,000.00
Final Value
$27,016,574.60Regulatory Fees
$168,325.61
Total Slippage
$1,181,017.05
Invest in this strategy
OOS Start Date
Aug 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,leveraged etfs,long/short equities,treasuries,momentum,trend following,volatility hedge,macro
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
Stocks