Bonds B1 (38,41,1999)
Today’s Change (Feb 23, 2026)
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About
A daily “buy the dip” rotation among six bond funds. It picks the one with the weakest recent price (lowest RSI) across mortgage, municipal, and corporate bond funds, holds it for a day, then rechecks.
Each day the strategy looks at 6 bond funds traded on the stock market: BKT (mortgage bonds), NAN/MMU/PMM/EVN (municipal bonds; NAN is NY-only), and VBF (investment‑grade corporates). It scores recent price moves with a 0–100 “RSI” gauge (low = recently fell). It buys only the one with the lowest score (the most “oversold”) and holds it until the next day, then repeats. Expect frequent trading.
This daily buy-the-dip bond-CEF strategy outperforms the S&P out-of-sample: Sharpe 3.79 vs 2.15, annualized return 29.64% vs 23.63%, max drawdown 1.68% vs 2.53%. Higher risk-adjusted return with tighter downside and strong upside potential.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.32 | 0.16 | 0.04 | 0.2 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 727.85% | 8.26% | 1.75% | 5.97% | 0.51 | |
| 523,962.75% | 37.93% | 2.18% | 6.34% | 2.15 |
Initial Investment
$10,000.00
Final Value
$52,406,274.65Regulatory Fees
$542,932.62
Total Slippage
$3,792,969.41
Invest in this strategy
OOS Start Date
Dec 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Bonds, closed-end funds, municipals, mortgage-backed, investment-grade corporates, mean reversion (rsi), daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BKT
BlackRock Income Trust Inc.
Stocks
EVN
Eaton Vance Municipal Income Trust
Stocks
MMU
Western Asset Managed Municipals Fund, Inc
Stocks
NAN
Nuveen New York Quality Municipal Income Fund
Stocks
PMM
Putnam Managed Municipal Income
Stocks
VBF
INVESCO BOND FUND
Stocks