V2.1 Holy Grail w/RSI Divination - without VIXen [CMP mod 2] (backtest version)
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 market-timing strategy that aggressively buys rising U.S. stocks, hides in cash or bonds when conditions worsen, and sometimes bets on market drops or fear spikes using inverse funds and VXX.
This strategy checks the market every day and asks: is the U.S. stock market healthy or shaky?
If healthy, it tries to ride stock gains using turbocharged funds tied to the S&P 500 and Nasdaq. If stocks look too hot or risky, it may switch to cash-like Treasury bills, funds that rise when stocks fall, or VXX, which tends to jump when fear spikes.
If the market is weak, it becomes more defensive and may rotate among cash, bonds, gold, Treasuries, or bearish funds, while sometimes buying sharp dips for a rebound.
Dynamic market-timing aims for superior upside: OOS annualized return ~35.7% vs SPY ~17.6%, aided by hedges and leverage. Expect higher volatility and drawdowns (~44% vs ~19%), but potential for markedly higher growth when regimes align.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.95 | 0.63 | 0.06 | 0.25 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 699.97% | 14.91% | -0.05% | 3.57% | 0.92 | |
| 171,561,750.8% | 161.05% | -4.07% | -2.63% | 2.48 |
Initial Investment
$10,000.00
Final Value
$17,156,185,080.45Regulatory Fees
$39,219,800.38
Total Slippage
$378,704,080.52
Invest in this strategy
OOS Start Date
Mar 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, inverse etfs, volatility trading, trend following, risk-off rotation
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SDOW
ProShares UltraPro Short Dow 30
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks