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Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A market-timing strategy that switches between tech stocks, defensive dollar/hedge funds, and commodity plays based on recent market trend and momentum signals.
This strategy checks the market’s “weather” each day. If trends look healthy, it may buy tech-heavy stock funds, semiconductor stocks, or even boosted stock funds. If conditions worsen, it can shift into a stronger-U.S.-dollar fund, a defensive hedge fund, consumer staples, or commodity-related funds like oil, materials, or gold miners. It keeps choosing the option showing better recent behavior.
Adaptive momentum strategy across tech, defensives and commodities offers higher long-run gains: OOS return 27.36% vs S&P 22.78%, Calmar 1.20, beta 0.95. Expect larger drawdowns (~22.8% vs 18.8%), in exchange for stronger growth and diversification.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.17 | 0.8 | 0.44 | 0.66 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 279.9% | 14.94% | -0.05% | 3.57% | 0.85 | |
| 1,196.51% | 30.64% | -1.18% | -7.06% | 1.32 |
Initial Investment
$10,000.00
Final Value
$129,650.73Regulatory Fees
$382.57
Total Slippage
$2,810.52
Invest in this strategy
OOS Start Date
Sep 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, trend-following, risk-on/risk-off, tech, commodities, dollar, hedging
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GDXJ
VanEck Junior Gold Miners ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
ONEQ
Fidelity Nasdaq Composite Index ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks