v2.1.0 Double Pop Bots l Oct 28th 2011
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily market-timing strategy that splits between S&P 500 and Nasdaq bots, buys leveraged stock funds after sharp dips, may buy UVXY after overheated rallies, and otherwise sits in T-bills unless market and bond signals look favorable.
This strategy splits money between two fast-trading bots: one tied to the S&P 500 and one tied to the Nasdaq-100.
If the market has been hit hard recently, it buys a 3x leveraged stock fund (SPXL or TQQQ). If the market has run up too far too fast, it switches to UVXY, a fund that tends to jump when fear spikes.
In calmer conditions, it checks whether the broader market and bond market look supportive. If yes, it buys the leveraged stock fund; if not, it hides in BIL, a very short-term Treasury fund.
Out-of-sample edge: far higher upside (≈58% vs ≈21% annualized) with smarter risk controls. Sharpe 1.63 vs 1.36; Calmar 2.07. Dynamic leverage, volatility hedges, and cash buffers for disciplined growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.49 | 1.11 | 0.27 | 0.52 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 786.38% | 15.6% | -1.04% | -0.34% | 0.95 | |
| 920,182.04% | 83.35% | -0.45% | 0.16% | 1.88 |
Initial Investment
$10,000.00
Final Value
$92,028,203.52Regulatory Fees
$131,072.87
Total Slippage
$1,231,590.65
Invest in this strategy
OOS Start Date
Jan 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged equity, mean reversion, volatility trading, market timing, risk filter, s&p 500, nasdaq 100, treasury defensive
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks