V2 BWC: Medium Time Frame Switches
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily switching strategy that chases strong U.S. stock trends with 3x funds and quickly hides in volatility, defensive funds, shorts, bonds, or T-bills when markets look weak or overheated.
This strategy splits money across 4 fast-moving sub-strategies and checks them every day.
It mainly trades broad U.S. stocks, especially the S&P 500, Nasdaq, tech, and semiconductors. When those areas look strong, it often buys extra-aggressive 3x funds. When they look weak or overheated, it can switch into volatility funds, defensive funds, short positions, bonds, or T-bills.
It uses recent price behavior as a “market temperature” gauge: above 50 usually means healthy, below 50 weaker; below 30 can mean beaten-down; above 80 can mean too hot.
Four equal-weight sub-strategies adapt daily across momentum, volatility hedges, bonds, and defensives. In out-of-sample tests it beats the S&P on risk-adjusted return: Sharpe ~1.27 vs 1.24, annualized ~49% vs ~20%, Calmar ~2.06.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.74 | 0.84 | 0.17 | 0.41 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 390.54% | 15.35% | -0.05% | 3.57% | 0.9 | |
| 861,029.66% | 125.57% | 1.03% | 5.69% | 2.42 |
Initial Investment
$10,000.00
Final Value
$86,112,966.47Regulatory Fees
$174,072.42
Total Slippage
$1,602,465.90
Invest in this strategy
OOS Start Date
Jan 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, volatility trading, sector rotation, defensive overlay
Tickers in this symphonyThis symphony trades 29 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
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DRIP
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks