Vol-ey Wolley Mashup Remix [No VIXM]
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules-based, multi-asset strategy that shifts between leveraged tech, long/short Treasuries, volatility hedges, and defensive assets based on trend, momentum, and volatility. Seeks growth in calm trends and protection in shocks; uses leveraged/volatility ETFs (high risk).
It watches three things: trend, momentum, and volatility.
- If markets are calm or trending up, it leans into offense (leveraged Nasdaq or long Treasuries).
- If stress rises or prices get extreme, it rotates to hedges (US dollar, gold, staples) or volatility (UVXY).
- A bond module flips between long/short long-term Treasuries as rates change.
Dynamic, multi-asset strategy with strong out-of-sample performance: ~21.48% annualized vs S&P 21.60%, lower drawdowns (16.8% vs 18.8%), and beta ~0.82 — offering similar upside with better downside protection.
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 | |
|---|---|---|---|---|---|
| 423.73% | 13.93% | 1.72% | 4.21% | 0.85 | |
| 18,447.16% | 50.9% | 3.24% | 10.62% | 2.21 |
Initial Investment
$10,000.00
Final Value
$1,854,716.47Regulatory Fees
$4,995.89
Total Slippage
$37,852.12
Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical multi-asset, volatility timing, momentum, interest-rate driven, crash hedging, leveraged/inverse etfs
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