V1d Fund Surfing
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A two-part strategy that chases rebound opportunities in aggressive tech funds when markets are calm, but shifts into U.S. Treasury bond funds when the market gets too volatile.
How it worksThis strategy splits money into two halves and checks how turbulent the U.S. stock market has been over the last month using SPY, a stand-in for the S&P 500.
If markets are calm, it picks the most beaten-down option from a small menu: two very aggressive tech funds (TECL, TQQQ) and sometimes a Treasury bond fund. “Most beaten-down” is measured by RSI, which here is used like a short-term heat gauge: lower RSI means it has recently fallen or lagged more.
If markets get choppy, it backs away from tech and hides in safer Treasury funds: SHY (very short-term bonds), IEF (medium-term bonds), or TLT (long-term bonds).
Value propOut-of-sample: ~42.7% annualized vs SPY ~20.9%, Calmar ~0.96, Sharpe ~1.06. Two sleeves: levered tech in calm markets, Treasuries in volatility. Higher upside, but larger drawdowns than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.24 | 1.14 | 0.35 | 0.59 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 799.26% | 14.17% | -0.05% | 3.57% | 0.86 | |
| 33,909.85% | 42.13% | -2.81% | 2.48% | 1.24 |
Initial Investment
$10,000.00
Final Value
$3,400,985.21Regulatory Fees
$9,233.89
Total Slippage
$72,980.28
Invest in this strategy
OOS Start Date
Apr 2, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, leveraged tech, mean reversion, volatility filter, treasuries, risk-on/risk-off
Tickers in this symphonyThis symphony trades 6 assets in total