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Today’s Change (Apr 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, go‑anywhere switcher: hedge after euphoric spikes, buy 3x tech on washouts, otherwise rotate among 3x Big Tech, SPY/Energy/US$, or cash, guided by simple heat (RSI) and long‑term trend lines.
It checks daily “heat” and trend. RSI is a short‑term heat meter (>80 = too hot; <31 = washed out). Above the 200‑day average = uptrend. If indexes are too hot, it hedges with UVXY (fear/volatility). If too cold, it buys 3x tech. Else: if bonds look steadier than a bearish Nasdaq gauge, it buys 3x Big Tech; in uptrends it holds the strongest of SPY/Energy/US$; in downtrends it shorts Big Tech 3x or holds T‑bills.
Out-of-sample, this strategy shows superior risk-adjusted gains (Calmar 5.45; Sharpe 1.42) and ~73% return vs SPY ~21%. Regime-switching captures tech leadership and hedges volatility, outperforming the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.83 | 2.23 | 0.32 | 0.56 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 18.03% | 15.44% | 6.16% | 5.09% | 0.85 | |
| 185.94% | 148.38% | 47.52% | 81.53% | 1.58 |
Initial Investment
$10,000.00
Final Value
$28,593.62Regulatory Fees
$26.68
Total Slippage
$163.96
Invest in this strategy
OOS Start Date
Sep 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum/mean reversion, trend-following, leveraged etfs, volatility hedge, tech-heavy, daily rebalance, high risk
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
FNGD
MicroSectors FANG+ Index -3X Inverse Leveraged ETNs due January 8, 2038
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks