Vox's Trend Switchboard 2
Today’s Change (Aug 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily trend switchboard that flips between leveraged stock funds when conditions look strong and defensive hedges when they don’t. Uses simple canaries (tech vs utilities), trend lines, bond/cash cues, and an RSI “heat” gauge. High risk; very active.
Each day it asks: are markets friendly or risky? It checks simple “canaries”: tech vs utilities, stock price vs its average lines (moving averages), bonds vs cash, and an inflation‑bond gauge. It also uses RSI, a short‑term “heat” score from 0–100 (high=overheated, low=washed‑out), and the VIX (fear). If risk‑on, it buys the best‑performing leveraged stock funds. If risk‑off, it moves to Treasuries, cash, gold, dollar, utilities, or volatility hedges. Rebalances daily.
Out-of-sample, this risk-on/risk-off strategy offers regime-aware diversification with Sharpe ~0.78 and Calmar ~0.73 over 922 days. It pairs hedges with exposure shifts to smoother risk-adjusted returns, complementing SPY rather than chasing its pure upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.19 | 0.7 | 0.38 | 0.61 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 349.15% | 14.09% | 2.46% | 6.63% | 0.84 | |
| 2,210.51% | 31.73% | -0.38% | 3.08% | 1.47 |
Initial Investment
$10,000.00
Final Value
$231,050.51Regulatory Fees
$948.20
Total Slippage
$6,859.73
Invest in this strategy
OOS Start Date
Jan 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical rotation, risk-on/risk-off, leveraged etfs, volatility-aware
Tickers in this symphonyThis symphony trades 29 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
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks