Way Too Long Backtest Switchboard
Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A fast-moving market-timing strategy that mostly swings between aggressive tech bets, defensive stocks, Treasury bonds, and bearish positions based on whether the market looks strong, weak, overheated, or suddenly beaten down.
This is a strategy-of-strategies. It checks the market every day and switches between several trading playbooks.
Most of them ask simple questions: Has the market been rising for a long time? Did tech just fall hard? Did stocks get too hot too fast? Based on that, it rotates among leveraged tech funds, defensive stock sectors, Treasury bonds, cash-like bond funds, and sometimes funds that rise when the market falls.
Dynamic, rule-based market timing that rotates leveraged tech, defensives, and bonds using RSI and short/long moving averages. Out-of-sample: ~40.6% annualized return vs S&P ~20%; Sharpe ~1.29; Calmar ~1.44— stronger upside with disciplined 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 | |
|---|---|---|---|---|---|
| 611.8% | 10.9% | -0.05% | 3.57% | 0.62 | |
| 291,555.19% | 52.26% | -2.74% | -1.88% | 1.55 |
Initial Investment
$10,000.00
Final Value
$29,165,518.85Regulatory Fees
$45,768.85
Total Slippage
$399,786.63
Invest in this strategy
OOS Start Date
Dec 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged etfs, inverse etfs, trend following, dip buying, defensive rotation
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