Which Way Is Up? Trading 1.3
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive daily market-timing strategy that switches among leveraged stock funds, volatility bets, bonds, the dollar, and bearish funds based on market trend, fear, and overbought/oversold signals.
This strategy checks the market every day and asks a few simple questions: Is fear spiking? Are bonds healthy? Are stocks in a long-term uptrend? Are stocks overheated or washed out?
Based on those answers, it puts most of the money into just one aggressive fund: sometimes a 3x stock fund, sometimes a volatility fund, sometimes Treasury bonds, the U.S. dollar, or a bearish fund that rises when stocks fall.
Out-of-sample annualized return 25.5% vs ~18% for the S&P, with a disciplined, day-to-day tactical approach using leverage, volatility hedges, and risk controls. Captures bigger upside across regimes, but drawdowns can be large in crises.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 1.46 | 0.06 | 0 | 0.02 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 252.56% | 17.5% | -0.05% | 3.57% | 0.93 | |
| 1,128,913.28% | 230.13% | -0.56% | -8.89% | 1.96 |
Initial Investment
$10,000.00
Final Value
$112,901,327.72Regulatory Fees
$579,862.85
Total Slippage
$5,541,464.57
Invest in this strategy
OOS Start Date
Mar 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility trading, trend following, mean reversion, risk-on/risk-off
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DWSH
AdvisorShares Dorsey Wright Short ETF
Stocks
PSR
Invesco Active U.S. Real Estate Fund
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SSO
ProShares Ultra S&P500
Stocks