Warren Buffett (Leveraged)
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A simple but aggressive portfolio: 90% in a 2x S&P 500 fund and 10% in a 3x Treasury bond fund, rebalanced weekly. It keeps constant leveraged exposure rather than trying to time the market.
This strategy is very simple: every week it resets to 90% in SSO and 10% in TYD.
SSO is a fund that tries to make about 2 times the daily move of the S&P 500, so it acts like an extra-aggressive bet on big U.S. companies like Apple, Microsoft, and Amazon.
TYD is a fund that tries to make about 3 times the daily move of medium-term U.S. Treasury bonds. It can help when investors rush into government bonds, but it is also volatile.
There are no signals or market forecasts here—just fixed, leveraged stock and bond exposure.
Out-of-sample edge: 22.76% annualized return vs 17.14% for the S&P 500, via a simple 90/10 levered mix (SSO/TYD) rebalanced weekly. Simple rules, higher upside with greater drawdown risk (31.7% vs 18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| -0.02 | 1.76 | 0.99 | 1 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 1,119.77% | 15.38% | -0.05% | 3.57% | 0.92 | |
| 4,091.47% | 23.81% | -0.82% | 3.96% | 0.86 |
Initial Investment
$10,000.00
Final Value
$419,147.38Regulatory Fees
$32.43
Total Slippage
$75.98
Invest in this strategy
OOS Start Date
Aug 30, 2024
Trading Setting
Weekly
Type
Stocks
Category
Leveraged, buy-and-hold, weekly rebalance, s&p 500, treasury bonds, aggressive