WM 74 FR V3/Four corners
Today’s Change (Mar 30, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, rules‑based timer: fade extreme strength with a volatility hedge, buy dips with leveraged tech, and otherwise rotate among growth, Treasuries, gold, market‑neutral, or cash‑like holdings based on trend and volatility signals.
Each day it checks if the market looks “too hot” or “too cold” using a short‑term hot/cold score (RSI). If very hot, it buys a volatility spike fund (UVXY) or pairs it with defensive staples (XLP). If very cold, it buys leveraged tech (TQQQ/TECL/SOXL) for a rebound.
If no extremes, it rotates among offense (QQQ/UPRO/TQQQ), defense (PSQ, TLT, GLD, BTAL), or cash‑like BOXX, using simple trend and volatility tests (tech vs utilities, credit vs T‑bills, bond momentum).
An active tactical overlay to diversify beyond the S&P by hedging volatility and regime shifts. OOS shows negative returns (-24%), large drawdowns (31%), and weak risk-adjusted metrics—best as a small diversification sleeve (5–15%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.56 | 0.6 | 0.05 | 0.22 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 66.07% | 17.21% | -7.68% | -7.76% | 1.12 | |
| 537.17% | 78.55% | 19.9% | 9.82% | 1.57 |
Initial Investment
$10,000.00
Final Value
$63,716.56Regulatory Fees
$271.00
Total Slippage
$1,743.89
Invest in this strategy
OOS Start Date
Apr 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Momentum, mean reversion, volatility hedge, risk-on/risk-off, sector rotation, leveraged etfs, tactical allocation
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BOXX
Alpha Architect 1-3 Month Box ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
MGC
Vanguard Mega Cap 300 Index ETF
Stocks
PSQ
ProShares Short QQQ
Stocks