WAM | HedgeTown
Today’s Change (Nov 5, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving strategy that switches daily between big tech, a defensive basket, or a high-risk long/short trading basket based on recent market trends.
Each day, the strategy asks: which has been working best lately—its aggressive trading basket, a safer mixed basket, or plain QQQ (big tech stocks)? It then puts the money there.
Inside the aggressive basket, it compares bonds (AGG) with big tech (QQQ) using RSI, a measure of recent market strength. Then it mixes bullish and bearish funds and buys the ones that have dipped most over the last few days, betting on a bounce.
Out-of-sample edge: 19.68% annualized return vs 18.53% for the S&P, with low market beta (~0.54) and solid risk-adjusted results (Calmar ~0.895) from daily tactical rotation and hedged exposure.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.28 | 0.46 | 0.16 | 0.39 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 341.56% | 14.52% | -1.04% | -0.34% | 0.86 | |
| 3,552.92% | 38.88% | -4.18% | -7.47% | 1.68 |
Initial Investment
$10,000.00
Final Value
$365,292.19Regulatory Fees
$2,153.38
Total Slippage
$16,857.54
Invest in this strategy
OOS Start Date
May 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, long/short, leveraged etfs, defensive rotation
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DOG
ProShares Short Dow30
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks