wash sale season
Today’s Change (Oct 8, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Buys beaten‑down tech/growth when semiconductors are washed out; otherwise it holds growth in uptrends and hides in T‑Bills when the market looks overheated or weak. A tactical, rules‑based, risk‑on/risk‑off ETF rotation.
RSI is a 0–100 meter of how fast price has been moving; <30 = washed out, >70 = overheated.
1) If semiconductors (SMH, a fast‑moving tech group) are washed out (RSI<30), put about 2/3 into the single weakest recent performer among VTI, ONEQ, XLK, SMH, IVW; leave the rest in cash.
2) Else if the S&P 500 (VOO) looks overheated (RSI>70), hold T‑Bills (BIL).
3) Else if VOO is above its 200‑day average, buy VUG; otherwise hold BIL.
Out-of-sample: ~13.7% annualized return, Calmar ~0.695, max drawdown ~19.7%. Dynamic risk-control: grow in uptrends, hide in cash/T-Bills when overheated, and bet on beaten-down leaders when semis sag. Diversification vs the S&P.
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 | |
|---|---|---|---|---|---|
| 683.33% | 15.01% | 1.72% | 4.21% | 0.93 | |
| 1,124.52% | 18.55% | 4.98% | 13.19% | 1.18 |
Initial Investment
$10,000.00
Final Value
$122,452.12Regulatory Fees
$487.43
Total Slippage
$3,900.22
Invest in this strategy
OOS Start Date
Jan 1, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Etf rotation, mean reversion, trend following, risk-on/risk-off, growth/tech tilt, us equities, tactical allocation
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