Vox's Trend Switchboard
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving “switchboard” that constantly shifts between aggressive leveraged stock bets and defensive assets, based on market trend, volatility, interest-rate clues, and which sub-strategies have worked best recently.
This strategy runs many small market-timing models at once, then backs the ones doing best lately.
Most models ask: “Does the market look healthy or stressed?” If healthy, they buy aggressive stock funds like 3x S&P 500 or 3x Nasdaq. If stressed, they rotate into safer areas such as Treasury bills, bonds, gold, the U.S. dollar, utilities, commodities, or volatility funds.
Out-of-sample, this strategy aims for higher upside (≈29.8% vs 22.8% SPY) with a multi-model trend-switching framework. Calmar ≈1.04 signals solid risk-adjusted return despite larger drawdowns, tested over ~1079 days of backtests.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.34 | 0.76 | 0.29 | 0.54 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 260.65% | 14.99% | -0.05% | 3.57% | 0.85 | |
| 4,833.79% | 52.89% | -2.83% | -3.45% | 1.75 |
Initial Investment
$10,000.00
Final Value
$493,379.26Regulatory Fees
$2,122.00
Total Slippage
$16,298.47
Invest in this strategy
OOS Start Date
Nov 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, risk-on/risk-off, leveraged etfs, ensemble strategy, multi-asset
Tickers in this symphonyThis symphony trades 76 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks