WAMmer Time | Strychnine
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily trading strategy that flips between bullish and bearish leveraged funds based on short-term market strength in stocks and bonds.
This strategy checks the market’s recent “temperature” each day using simple strength gauges on the S&P 500, bonds, and small-company stocks.
If conditions look risk-friendly, it buys 2 aggressive bullish funds; if not, it buys 2 bearish funds that rise when markets fall.
Sometimes it chases the strongest recent movers, and other times it buys recent laggards, depending on the signals.
Out-of-sample annualized return ~53% vs SPY ~21%, Calmar ~1.26, Sharpe ~1.09 (vs SPY ~1.30). Higher upside from leveraged momentum/mean-reversion, but with larger drawdowns (~42%). Fits risk-tolerant investors seeking bigger long-run growth.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.07 | 0.83 | 0.07 | 0.26 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 99.63% | 16.84% | -0.05% | 3.57% | 1.02 | |
| 11,394.98% | 191.09% | -8.82% | -4.08% | 2.28 |
Initial Investment
$10,000.00
Final Value
$1,149,497.94Regulatory Fees
$7,509.12
Total Slippage
$54,774.21
Invest in this strategy
OOS Start Date
Jan 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, long-short, momentum, mean reversion, us equities, treasuries, sector rotation
Tickers in this symphonyThis symphony trades 18 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
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
Stocks