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A symphony is an automated trading strategy — Learn more about symphonies here
About
Daily, rules-based, high-octane swing strategy: ride tech/semis with 3× ETFs on uptrends or deep dips; quickly switch to volatility, inverse 3× funds, or 3× Treasuries when overbought, rates, or commodities flash risk. Very concentrated and risky.
Each day it checks 4 things: stock trend (S&P 500 vs its 200‑day avg), interest‑rate trend (long‑term Treasuries via TLT), volatility spikes, and whether commodities beat stocks. If trends are healthy or a sharp dip hits, it buys 3× tech/semis/index ETFs (TQQQ/TECL/SOXL/UPRO). If markets look overheated (RSI, a 0–100 “stretched” gauge, is high) or risk jumps, it flips to hedges like VXX, bearish 3× ETFs (SQQQ/SOXS), or 3× Treasuries (TMF/TMV). Often 100% in one pick; sometimes rotates into energy or EM (ERX/EWZ/EPI).
Out-of-sample, this strategy targets big upside by riding leveraged tech/semis in uptrends and hedging in risk regimes. It posts ~88% annualized return vs SPY ~23%, with ~22% max drawdown. Calmar ~4 signals strong risk-adjusted edge.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 2.21 | 0.44 | 0.01 | 0.11 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 140.81% | 15.07% | 0.54% | -0.34% | 0.79 | |
| 20,720,357.49% | 606.33% | -11.29% | 6.27% | 2.8 |
Initial Investment
$10,000.00
Final Value
$2,072,045,748.54Regulatory Fees
$8,235,152.97
Total Slippage
$59,207,899.50
Invest in this strategy
OOS Start Date
Jul 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged trend-following, tactical asset allocation, mean-reversion dip buys, volatility hedging, momentum rotation, risk-on/risk-off, equities-bonds-commodities
Tickers in this symphonyThis symphony trades 49 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
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks