WAM 28 Oct 2011
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast, tactical strategy. In crashes it may short or buy volatility; otherwise it runs many quick “safer vs risk” checks and either buys short‑term dips in leveraged funds or rotates into a sector/defensive mix. Extremely high risk.
How it works1) Big drop check: If a tech‑heavy fund (TQQQ, 3x Nasdaq) fell >11% in 6 days:
- If a huge up day just happened (>5.5%), pick 1 from: SQQQ (3x short Nasdaq), UVXY (volatility), or TMV (3x short long Treasuries) with best recent pop.
- Else, buy the 3 most beaten‑down 3x equity funds (e.g., TQQQ, SOXL, TECL, UDOW, UPRO).
2) Otherwise, run many small tests comparing “safer” funds (bonds, dollar, hedges) vs “risk” funds (stocks, energy, small‑caps). If safer looks stronger, buy short‑term laggards from a basket of leveraged funds; if not, rotate into a sector mix (tech, healthcare, utilities, staples, or a simple short S&P hedge).
Value propAn active, tactical strategy designed to outperform the S&P 500 through mean-reversion and crisis hedges. OOS annualized return ~73% vs ~21% for SPY, Sharpe ~1.34, Calmar ~1.67. Willing to tolerate larger drawdowns (~43%) for higher upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.61 | 1.82 | 0.36 | 0.6 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 723.41% | 15.16% | 1.72% | 4.21% | 0.93 | |
| 9,406,183.25% | 115.26% | 1.65% | 32.37% | 1.77 |
Initial Investment
$10,000.00
Final Value
$940,628,325.09Regulatory Fees
$2,228,820.20
Total Slippage
$21,373,829.05
Invest in this strategy
OOS Start Date
Jun 13, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, volatility/hedging