Vol-ey Wolley Mashup Remix [No VIXM]
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 trading system that swings between aggressive tech/bond bets and defensive holdings based on market stress, trend, and interest-rate signals.
This strategy is a rule-based “market weather system.” It constantly checks whether markets look calm, overheated, falling fast, or friendly to bonds.
When conditions look good, it often buys amplified bets on tech stocks or long-term Treasury bonds. When conditions look dangerous, it shifts into defenses like gold, the U.S. dollar, consumer staples, short-term Treasuries, hedged stock funds, or volatility hedges.
Out-of-sample, this strategy delivers higher resilience and slightly higher annual return than the S&P 500, with smaller drawdowns and lower beta, thanks to disciplined tech/bond/hedge rotation.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.35 | 0.52 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 420.95% | 13.84% | -0.05% | 3.57% | 0.84 | |
| 18,431.52% | 50.69% | 0.7% | 8.4% | 2.2 |
Initial Investment
$10,000.00
Final Value
$1,853,152.30Regulatory Fees
$5,059.08
Total Slippage
$38,352.25
Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical asset allocation, volatility trading, leveraged etfs, crash hedge, nasdaq momentum, bond/rate rotation, defensive macro
Tickers in this symphonyThis symphony trades 25 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