Bonds B1 (38,41,1999)
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A bond-fund rotation strategy that each day buys the one fund in its small bond lineup that looks the most beaten down recently.
Each day, the strategy looks at 6 bond funds—mostly municipal-bond funds like NAN, MMU, PMM, and EVN, plus broader bond funds BKT and VBF.
It measures which one has fallen the most over the last 14 trading days using RSI, a simple “recent hot-or-cold” score. It then puts all the money into the single fund with the lowest score, betting it may rebound.
Bond-rotation strategy with near-SPY risk-adjusted returns and much lower beta (~0.33). Out-of-sample: Sharpe ≈1.27 vs SPY ≈1.30; 14.70% annualized; Calmar ≈1.41—provides diversification and risk-efficient upside.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.31 | 0.17 | 0.04 | 0.21 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 835.6% | 8.53% | -0.05% | 3.57% | 0.52 | |
| 567,093.22% | 37.24% | 5.3% | 0.07% | 2.13 |
Initial Investment
$10,000.00
Final Value
$56,719,321.97Regulatory Fees
$495,602.46
Total Slippage
$4,475,687.84
Invest in this strategy
OOS Start Date
Dec 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Bonds, municipal bonds, mean reversion, rsi, single-asset rotation, closed-end funds
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
Franklin Managed Municipal Income Trust
Stocks
VBF
INVESCO BOND FUND
Stocks