V2.01 | Cautious Fund Surfing | Garen Sorting
Today’s Change (Mar 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules‑based mix that tries to ride S&P/Nasdaq uptrends with 3x funds, buy ~5% dips (with snap‑back guards), and hide in a USD/gold/staples basket when weak. Tests 5 speeds (14–42d), keeps the 2 best, and sizes stock exposure by volatility.
Each day it tests the market’s “calmness,” runs 5 timing speeds (14–42 days), and keeps the 2 that worked best recently. In each sleeve it:
- Compares recent strength of stocks (SPY) vs short‑term Treasuries (SHY) to go on offense or play defense.
- Offense: use 3x stock funds UPRO/TQQQ (S&P/Nasdaq), sometimes paired with TMF (3x long Treasuries); sizes UPRO vs TQQQ by recent volatility; buys ~5% 5‑day dips unless there’s a 1‑day >5% snap‑back.
- Defense: hold a safety mix—UUP (US dollar), GLD (gold), XLP (consumer staples). Rebalances daily.
Dynamic, rules-based strategy seeks higher out-of-sample upside vs SPY by leveraging momentum with a safety sleeve and dip-buying guards. OOS annualized return ~41% vs SPY ~19%, risk-managed, though potential for larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.31 | 1.66 | 0.58 | 0.76 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 674.33% | 13.85% | -0.15% | 0.4% | 0.84 | |
| 180,857.6% | 60.85% | -0.46% | -1.15% | 1.46 |
Initial Investment
$10,000.00
Final Value
$18,095,760.17Regulatory Fees
$32,048.42
Total Slippage
$207,220.03
Invest in this strategy
OOS Start Date
Mar 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum/trend, buy-the-dip, volatility targeting, risk-on/risk-off, multi-lookback sorting
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
Stocks