v1.5 Adaptive All Weather Portfolio
Today’s Change (Mar 17, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
An adaptive, leveraged All‑Weather portfolio with a panic switch. It runs ~30% stocks, 55% bonds, 15% commodities/REITs, tilting with trends and interest rates. Uses inverse funds and a USD hedge. K‑1 free; aims to beat the S&P 500 over time.
How it worksPanic switch: if the fear gauge (VIX) runs hot (RSI high), use Crash mode—own 2x S&P or 2x Nasdaq only if tech is above trend; else sit in T‑bills/short‑term bonds.
Else hold ~30% stocks / 55% bonds / 15% commodities/REITs. Stocks: rates falling → 2x S&P + 2x Nasdaq; rates rising → staples/energy/market‑neutral (sometimes inverse) + a USD hedge. Bonds: rates falling → long (often 3x) Treasuries; rates rising → short Treasuries + USD. Commodities when trend beats USD; else precious metals or REITs.
Signals: RSI=heat; MA=trend; 2x/3x=amplified; inverse=up when markets fall.
Value propOut-of-sample tested, adaptive, leveraged multi-asset strategy with crash protection. Delivers positive out-of-sample alpha and strong risk-adjusted returns vs the S&P 500, with controlled drawdowns and rate-aware diversification, all K-1 free.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 0.43 | 0.23 | 0.48 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 299.47% | 13.01% | -1.77% | 0.2% | 0.78 | |
| 1,311.69% | 26.33% | 1.47% | -0.56% | 1.55 |
Initial Investment
$10,000.00
Final Value
$141,168.88Regulatory Fees
$724.64
Total Slippage
$4,280.00
Invest in this strategy
OOS Start Date
Nov 11, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Adaptive multi-asset, trend + mean-reversion, leveraged/inverse etfs, crash protection, usd hedge, rates-aware, k-1 free
Tickers in this symphonyThis symphony trades 41 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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
MORT
VanEck Mortgage REIT Income ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks