Wirewalk 2.7 [CMP] (K-1 Free)
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily market-timing strategy that is usually either all-in on a 3x S&P 500 fund or safely in Treasury bills, based on stress, momentum, and trend signals.
This strategy is basically an on/off switch between two holdings:
• UPRO: a very aggressive fund that aims for about 3x the daily move of the S&P 500
• BIL: a very safe short-term Treasury-bill fund
Each day it checks whether markets look calm enough for risk. It watches stock momentum, bond trends, market fear, and recent volatility. If conditions look healthy—or stocks have fallen enough for a rebound trade—it buys UPRO. Otherwise it parks in BIL.
Dynamic risk-managed strategy toggling between 3x S&P exposure and cash. Out-of-sample, it delivers higher Sharpe (~1.21 vs 1.15) and lower drawdown (17.37% vs 18.76%), for stronger risk-adjusted returns than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.2 | 0.65 | 0.38 | 0.62 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 699.97% | 14.91% | -0.05% | 3.57% | 0.92 | |
| 6,884.68% | 32.82% | 0.32% | 0.94% | 1.71 |
Initial Investment
$10,000.00
Final Value
$698,468.31Regulatory Fees
$1,271.22
Total Slippage
$9,812.53
Invest in this strategy
OOS Start Date
Mar 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market timing, leveraged equity, risk management, cash rotation
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks