v20111013 V1 | Love SOXL, SVXY Jedi | Trades Weekly | HTX
Today’s Change (Mar 17, 2026)
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About
A weekly two-part tactical strategy: (1) tilt to levered tech/semis via a top/bottom-selection rule among SOXL/TQQQ/TMF, guided by bond-tech RSI signals; (2) a volatility-aware engine (SVXY/Jedi) that shifts to defensive assets when volatility spikes and otherwise leans into risk-on levered plays, with weekly rebalancing between the two. High risk, high potential reward.
Two weekly engines run in parallel and are rebalanced weekly. 1) Love SOXL engine picks one asset among SOXL, TQQQ, TMF based on a conditional RSI check (TBF vs TECL). If TBF RSI > TECL RSI, pick the top performer by 10-day momentum; else pick the bottom performer by 12-day RSI. 2) SVXY Jedi engine gauges volatility via RSI on VIX-related measures. If RSI on the volatility proxy is above a threshold, it shifts toward defensive assets (dollar and short-duration bonds). Otherwise it tilts toward risk-on assets (e.g., UPRO, TECL, DIG, SVXY) using short-term performance and RSI screens to select a single asset. The strategy combines these two engines so about half of capital is allocated to the long levered-growth path and half to the volatility/defensive path, with weekly rebalancing. The use of levered ETFs means magnified daily moves and higher risk; expect rapid drawdowns in volatile markets. Always consider fit with your risk tolerance and time horizon.
Out-of-sample: 62.7% annualized return vs SPY 21.5%; Sharpe ~1.51 vs 1.29; Calmar ~1.67; alpha ~0.30. Drawdown ~37.5% vs ~18.8%. Levered-growth with volatility defense and weekly rebalances offer strong risk-adjusted upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.26 | 1.35 | 0.44 | 0.66 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 615.31% | 14.66% | -2.02% | -1.16% | 0.9 | |
| 32,102.7% | 49.4% | 0.99% | 1.95% | 1.35 |
Initial Investment
$10,000.00
Final Value
$3,220,270.13Regulatory Fees
$5,052.12
Total Slippage
$30,188.11
Invest in this strategy
OOS Start Date
Dec 26, 2023
Trading Setting
Weekly
Type
Stocks
Category
Leverage, weekly tactical allocation, momentum/rsi signals, sector rotation, volatility strategy, risk-on/risk-off
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
PST
ProShares Trust UltraShort Lehman 7-10 Year Treasury
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TBX
ProShares Short 7-10 Year Treasury
Stocks