Vol-ey Wolley Mashup Remix
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A complex, aggressive market-timing strategy that switches between leveraged tech, volatility products, Treasury bond trades, and defensive assets depending on market stress, momentum, and interest-rate trends.
This strategy splits money across several mini-strategies. It watches whether the stock market looks too hot, too weak, too calm, or too chaotic. Based on that, it rotates among aggressive Nasdaq bets, volatility trades, Treasury bond trades, and defensive holdings like gold, the U.S. dollar, staples stocks, and a market-neutral hedge fund ETF.
Adaptive multi-sleeve strategy reduces risk vs the S&P. In out-of-sample tests: max drawdown 15.95% vs 18.76% for SPY, Calmar 1.21, annualized return 19.32% vs SPY 20.98%. Strong risk-adjusted performance with lower downside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.35 | 0.5 | 0.2 | 0.45 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 420.95% | 13.84% | -0.05% | 3.57% | 0.84 | |
| 16,602.9% | 49.47% | -0.74% | 4.97% | 2.19 |
Initial Investment
$10,000.00
Final Value
$1,670,289.52Regulatory Fees
$4,896.46
Total Slippage
$36,855.46
Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical asset allocation, volatility trading, leveraged etfs, risk-off hedging, bonds, momentum, mean reversion
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