Wirewalk 2.7 [CMP] (K-1 Free)
Today’s Change (Sep 20, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, it either parks in T‑bills (BIL) or makes a high‑octane S&P 500 bet (UPRO). It only goes risk‑on when bond trends are up and multiple calm‑market checks pass; otherwise it stays in cash‑like T‑bills.
Two positions: UPRO (aims for 3x the S&P 500’s daily move) or BIL (cash‑like T‑bills). It buys UPRO only if: SHY’s recent demand > BTAL’s; BTAL’s short‑term volatility is low; SPY isn’t overheated; UVXY says volatility is calm; and AGG’s short‑term trend is above its long‑term trend. Otherwise it parks in BIL. “Overheated” is a simple buying‑pressure gauge; “trend” is a moving‑average check.
Out-of-sample edge: higher risk-adjusted return with lower drawdown and similar annual gain. Sharpe 1.22 vs 1.15; max DD 17.37% vs 18.76%; Calmar 1.06. Leverages only in favorable regimes; otherwise cash-like safety—better risk control than SPY.
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 | |
|---|---|---|---|---|---|
| 688.17% | 14.9% | -0.5% | 2.26% | 0.92 | |
| 6,860.84% | 33.02% | 0.3% | 1.17% | 1.71 |
Initial Investment
$10,000.00
Final Value
$696,083.88Regulatory Fees
$1,270.83
Total Slippage
$9,812.54
Invest in this strategy
OOS Start Date
Mar 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, trend + momentum filters, volatility filter, leveraged s&p 500, bond-led signals
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