Wash it
Today’s Change (Mar 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A risk‑on/risk‑off switch that holds only four ETFs: short volatility in calm uptrends (SVXY), hide in a defensive market‑neutral fund (BTAL) or cash (BIL) when markets look overheated or jumpy, and occasionally tilt to energy (XLE).
It only owns 4 ETFs: BTAL (defensive, market‑neutral), SVXY (profits when volatility falls), XLE (energy stocks), and BIL (cash‑like T‑bills). It reads “thermometers” (SPY, UVXY, TQQQ, etc.) to judge trend, heat (RSI: a 0–100 speedometer), and turbulence. If things look frothy or jumpy, it moves to BTAL or BIL. If calm and trending up, it favors SVXY. In downtrends it prefers BTAL/cash, and at times adds XLE when energy leads.
Out-of-sample, this strategy delivers strong risk-adjusted returns vs the S&P: Calmar 1.64, Sharpe 1.22, near-zero beta, and max drawdown 12.7% vs 18.8% - providing upside with dramatically lower downside and diversification.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Initial Investment
$10,000.00
Final Value
$403,908.98Regulatory Fees
$3,128.02
Total Slippage
$18,341.72
Invest in this strategy
OOS Start Date
Nov 25, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Risk-on/risk-off, volatility targeting, tactical etf rotation, market neutral, momentum, trend filter, defensive overlay
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks