Vol-ey Wolley Mashup Remix
Today’s Change (Mar 18, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules-based, multi-asset strategy that times tech, Treasuries, the dollar, gold, and volatility. It uses trend, “hot/cold” (RSI), momentum, and volatility signals to add leverage in calm uptrends and rotate to defensive hedges during stress or crashes.
Four sleeves: 1) Vol check: if QQQ is overheated (RSI: 0–100; >80=hot) or jumpy, hedge with VIX funds/defensives; if calm and bonds beat cash, use leveraged QQQ; else hold short‑term Treasuries, staples, gold. 2) Rates: time long Treasuries by trend (price vs avg) and RSI; buy 3× long when up/not overbought; else short or shift to dollar/gold/staples. 3) Momentum: own the 2 strongest of stocks, Treasuries, gold, dollar, commodities, cash. 4) Crash‑catcher: on sharp drops buy volatility; after selloffs may buy leveraged QQQ or stay in safety.
Out-of-sample edge: higher annualized return (23.93% vs 22.36%), lower max drawdown (15.96% vs 18.76%), and stronger risk-adjusted resilience (Calmar ~1.50) with low beta (~0.85) versus the S&P. Diversified, volatility-timing strategy that grows while protecting capital.
Loading backtest data...
Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical multi-asset, volatility timing, rates-driven bond timing, momentum, crash hedging, leveraged etfs, us stocks, treasuries, gold, dollar
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
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
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks