V1a WAM FTLT
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that holds one aggressive fund at a time—either betting on a rebound in beaten-down growth sectors or on further market declines when risk looks high.
This strategy checks whether the market looks healthy or stressed, mainly using the S&P 500 and Nasdaq.
If conditions look good, it buys 1 aggressive fund that has fallen the most in the last few days, hoping for a rebound.
If conditions look dangerous, overheated, or fearful, it switches to 1 fund designed to rise when parts of the market fall.
Out-of-sample return ~31.5% vs 22.8% for the S&P, driven by adaptive, one-position bets on mean-reversion in volatility. Higher upside with active risk controls; drawdowns can be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.09 | 1.9 | 0.13 | 0.36 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 99.63% | 16.84% | -0.05% | 3.57% | 1.02 | |
| 9,459.82% | 179.25% | -19.45% | 2.92% | 1.6 |
Initial Investment
$10,000.00
Final Value
$955,982.13Regulatory Fees
$8,390.95
Total Slippage
$64,031.11
Invest in this strategy
OOS Start Date
Nov 5, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, mean reversion, leveraged etfs, inverse etfs, tech-focused, long-short
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SARK
Investment Managers Series Trust II Tradr 1X Short Innovation Daily ETF
Stocks