Wash Sale 1 (equal weight)
Today’s Change (Sep 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A rules‑based, daily‑rebalanced plan that rides stock uptrends (often via leveraged tech/S&P funds), but quickly shifts to cash‑like T‑bills, bond or short funds, and managed‑futures when markets overheat, break trend, or volatility surges. KMLM vs Tech guides diversification.
Every day it asks: Is the market trending up or down? Is it too hot or too cold short‑term? Is volatility spiking? Based on those answers it either: 1) rides tech/S&P uptrends (often with leverage), 2) hides in cash‑like T‑bills, 3) uses bond or short funds, or 4) shifts to managed futures/currencies. A KMLM‑vs‑Tech check decides when to favor diversifiers over stocks.
An active risk-management overlay that diversifies and protects capital in volatile markets, aiming for lower correlation to the S&P and milder drawdowns. Recent OOS results lag the S&P, but the framework targets long-run stability.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.73 | 0.72 | 0.21 | 0.46 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 93.38% | 15.78% | 1.27% | 4.17% | 0.94 | |
| 3,780.06% | 125.46% | -4.75% | 3.61% | 3.19 |
Initial Investment
$10,000.00
Final Value
$388,006.06Regulatory Fees
$1,164.11
Total Slippage
$9,128.51
Invest in this strategy
OOS Start Date
Sep 3, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, risk-on/risk-off, leveraged etfs, managed futures, volatility targeting, tax-loss harvesting
Tickers in this symphonyThis symphony trades 51 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CLSE
Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
FXE
Invesco CurrencyShares Euro Currency Trust
Stocks
IAU
iShares Gold Trust
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks