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Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk daily trading strategy that rotates between bullish and bearish leveraged funds based on very short-term market strength signals.
This strategy is a very aggressive market-timer. Each day, it checks whether the overall U.S. stock market looks overheated, then compares bonds vs small-company stocks to judge risk appetite. From there it picks just 1 fund in each of 2 sleeves from a menu of bullish or bearish leveraged bets on tech, semiconductors, real estate, biotech, small caps, or Treasury bonds. It uses very short-term price moves, so it can flip quickly.
An aggressive daily tactical strategy rotating leveraged bets (tech, biotech, REITs, small caps, bonds) to chase short-term momentum. Out-of-sample: ~66% annualized return vs SPY ~21%, Sharpe ~1.02. Higher upside with higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.94 | 1.03 | 0.04 | 0.21 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 99.63% | 16.84% | -0.05% | 3.57% | 1.02 | |
| 269,731.47% | 492.5% | -13.43% | -8.91% | 2.57 |
Initial Investment
$10,000.00
Final Value
$26,983,147.16Regulatory Fees
$169,272.45
Total Slippage
$1,575,608.85
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, inverse etfs, momentum, mean reversion, sector rotation, daily rebalance
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
LABD
Direxion Daily S&P Biotech Bear 3X ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks