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Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules‑based switcher among four ETFs. It leans into calm uptrends (SVXY), shifts to a defensive anti‑beta trade when markets look hot or soft (BTAL), goes to cash when fear jumps (BIL), and sometimes tilts to energy leadership (XLE).
Holds only 4 ETFs: BTAL (defensive “anti‑beta”), SVXY (wins when markets are calm; very risky), XLE (energy stocks), and BIL (T‑bills). It watches three things: Trend (S&P 500 above its 50‑day average?), Heat (a 0–100 “overbought/oversold” score), and Fear (how jumpy a volatility ETF, UVXY, is). Calm uptrend → mostly SVXY. Overheated or weakening → BTAL. Fear spiking → BIL. If energy leads short‑term, it may hold XLE. Trades only when these checks flip.
Regime-switching, four-ETF strategy delivers strong, risk-controlled upside: OOS return ~20.85% with 12.71% max drawdown (Calmar ~1.64); SPY ~23.45% return with 18.76% drawdown—better downside protection alongside solid growth.
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Invest in this strategy
OOS Start Date
Nov 25, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical rotation, volatility, defensive, alternative beta, sector tilt, rules-based
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 ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
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 ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks