Wash Sale 1 (equal weight)
Today’s Change (Nov 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A complex daily trading system that chases strong U.S. stock trends—mainly tech—but quickly retreats to cash-like funds, hedges, or alternatives when markets look overheated or risky.
This strategy is a rule-based market timer that usually aims for aggressive U.S. stock exposure, especially tech, using leveraged funds.
But first it checks if markets look too hot, too weak, or too volatile. If danger signs appear, it shifts into very short-term Treasury funds, hedges that rise when stocks fall, or alternative funds like KMLM.
It also compares tech strength to KMLM, a managed-futures fund, to decide whether to lean into growth or play defense.
An aggressive risk-management overlay that diversifies core exposure with hedges, cash proxies, and trend-followers. It’s designed to complement the S&P 500 and dampen risk in choppy markets; not a standalone winner in current OOS stats.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.69 | 0.76 | 0.23 | 0.48 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 83.83% | 14.04% | -5.62% | -4.09% | 0.85 | |
| 3,302.92% | 114.04% | -16.96% | -17.72% | 2.94 |
Initial Investment
$10,000.00
Final Value
$340,291.61Regulatory Fees
$1,278.88
Total Slippage
$10,033.34
Invest in this strategy
OOS Start Date
Sep 3, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged equity, risk-on/risk-off, managed futures switch, mean reversion, trend following, daily rebalance
Tickers in this symphonyThis symphony trades 51 assets in total
Ticker
Type
AGG
iShares Trust - iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds - Global X Alternative Income ETF
Stocks
BND
Vanguard Bond Index Funds - Vanguard Total Bond Market ETF
Stocks
CLSE
Trust For Professional Managers - Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Exchange Traded Funds - Simplify Managed Futures Strategy ETF
Stocks
EEM
iShares Inc. - iShares MSCI Emerging Markets ETF
Stocks
EEV
ProShares Trust - ProShares UltraShort MSCI Emerging Markets -2x Shares
Stocks
FXE
Invesco CurrencyShares Euro Trust - Invesco CurrencyShares Euro Trust
Stocks
IAU
iShares Gold Trust - fractional undivided beneficial interests
Stocks
IEF
iShares Trust - iShares 7-10 Year Treasury Bond ETF
Stocks