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A symphony is an automated trading strategy — Learn more about symphonies here

About

Uses QQQ’s short‑term “hot/cold” reading to flip daily between a bearish hedge (VXX) when too hot, an aggressive bull bet (TQQQ) when too cold, or a safer asset (XLP or VBF) in between.
NutHow it works
Each day, it checks a 0–100 “heat gauge” of recent moves on QQQ (the tech‑heavy Nasdaq‑100). If that reading is very hot (>79), it buys VXX, which tends to rise when stocks fall. If very cold (≤28), it buys TQQQ, a triple‑speed bet on a rebound. Otherwise, it parks in the more beaten‑down of two safer choices: consumer‑staples stocks (XLP) or an investment‑grade bond fund (VBF).
CheckmarkValue prop
Rule-based strategy using QQQ heat to time VXX hedges, leveraged rebounds (TQQQ), or defensive assets (XLP/VBF). Out-of-sample Calmar ~0.67 with solid risk-adjusted performance offers diversification and added resilience vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
Alpha
Beta
R2
R
0.42
0.57
0.14
0.38
Performance Metrics
Cumulative Return
Annualized Return
Trailing 1M Return
Trailing 3M Return
Sharpe Ratio
176.58%
13.92%
3.07%
6.63%
0.76
3,757.65%
59.67%
-0.66%
-3.07%
1.73
Initial Investment
$10,000.00
Final Value
$385,765.00
Regulatory Fees
$1,893.62
Total Slippage
$11,024.04
Invest in this strategy
OOS Start Date
May 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi mean-reversion, leveraged etfs, volatility hedge, defensive rotation, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type