Way Too Long Backtest Switchboard
Today’s Change (Aug 7, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily “switchboard” that mostly rides Nasdaq uptrends with leverage, buys big dips, and shifts to staples, Treasuries/T‑bills, or even short tech when trends weaken—allocating to the few playbooks that have worked best over the last ~50 days.
Each day it scores several mini playbooks over ~50 days, then splits money across the few that look best now.
Inside the playbooks: ride tech uptrends with a 2x Nasdaq fund; buy big dips; if the market trend turns down, move to staples or T‑bills, sometimes hedge/short; if stocks run too hot, park in long Treasuries.
Out-of-sample return ~46.8% annually vs SPY ~21.8%; Sharpe ~1.41 vs ~1.33. A regime-adapting strategy: leverage Nasdaq in uptrends, dip-buy, and shift to staples/T-bills or bonds when trends weaken; seeking higher growth with risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.36 | 0.89 | 0.34 | 0.58 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 605.88% | 10.98% | 2.3% | 5% | 0.63 | |
| 292,665.66% | 53.01% | -1.48% | 1.63% | 1.56 |
Initial Investment
$10,000.00
Final Value
$29,276,566.04Regulatory Fees
$37,964.20
Total Slippage
$333,263.08
Invest in this strategy
OOS Start Date
Dec 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, mean reversion, leveraged/inverse etfs, risk-on/risk-off, tech tilt, bonds/defensive
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks