wash sale season
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A market-timing strategy that usually owns U.S. growth stocks, moves to Treasury bills when the market looks overheated or weak, and occasionally buys a deeply beaten-down stock/tech fund after sharp selloffs.
This strategy watches two market signals: semiconductors and the S&P 500.
If semiconductor stocks (SMH) have fallen very hard recently, it buys the single most beaten-down fund from a list of U.S. stock, growth, tech, and chip funds.
If not, and the broad market (VOO) looks too hot, it moves to short-term Treasury bills (BIL). Otherwise, it owns growth stocks (VUG) only if the market is still above its long-term trend; if not, it stays in Treasury bills.
Out-of-sample, this strategy delivers positive risk-adjusted results (Sharpe ~0.57, Calmar ~0.54) with 10.65% annualized return and defensive cash tilts during overheating. It blends growth exposure with regime-switching to diversify beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.08 | 0.65 | 0.48 | 0.69 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 672.84% | 14.82% | -1.04% | -0.34% | 0.92 | |
| 1,077.48% | 18.13% | -3.47% | 0.86% | 1.15 |
Initial Investment
$10,000.00
Final Value
$117,747.69Regulatory Fees
$503.06
Total Slippage
$4,041.50
Invest in this strategy
OOS Start Date
Jan 1, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Us equities, growth, technology, tactical asset allocation, trend-following, mean reversion, risk management
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IVW
iShares S&P 500 Growth ETF
Stocks
ONEQ
Fidelity Nasdaq Composite Index ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
VOO
Vanguard S&P 500 ETF
Stocks
VTI
Vanguard Morningstar Total Stock Market ETF
Stocks
VUG
Vanguard Morningstar Growth ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks