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Today’s Change (Oct 22, 2026)
—
A symphony is an automated trading strategy — Learn more about symphonies here
About
A very aggressive strategy that tries to buy sharp stock-market pullbacks with leveraged funds, switches to a fear/volatility product when markets look overheated, and otherwise holds the S&P 500.
Each day, the strategy looks for a market area that has fallen unusually hard over the last 10 days. If chip stocks look most beaten down, it buys a turbocharged chip fund (SOXL). If not, it checks big tech (TQQQ), then the broad market (SPXL).
If nothing looks beaten down but stocks look too overheated, it buys VXX, which tends to rise when market fear jumps. Otherwise, it simply holds SPY, a standard S&P 500 fund.
Out-of-sample edge: 35.5% annualized vs 9% S&P, Sharpe 2.32 vs 0.93, Calmar 14.36, drawdown ~2.47%. A disciplined, rule-based strategy seeking sharp rebounds in beaten-down sectors with leverage—high upside, controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.49 | 1.1 | 0.31 | 0.56 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 216.26% | 14.08% | -0.05% | 3.57% | 0.79 | |
| 17,172.51% | 80.32% | 3.03% | 15.04% | 1.74 |
Initial Investment
$10,000.00
Final Value
$1,727,251.17Regulatory Fees
$2,047.31
Total Slippage
$17,318.29
Invest in this strategy
OOS Start Date
Sep 1, 2026
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, leveraged etfs, sector rotation, tactical asset allocation, volatility trading, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR ETF
Stocks