Chadfundies mildly uncomfortable adventure | Deez | 8JUN2023 | 3YR BT: AR 23.4% DD 23.5%
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk portfolio that splits money between major financial firms and a leveraged bet that long-term U.S. bond prices will fall (or rates will rise).
How it worksThis is a simple, aggressive portfolio with two big bets.
45% goes into three financial companies: JPMorgan (JPM), BlackRock (BLK), and State Street (STT), split evenly.
55% goes into TMV, a fund designed to go up when long-term U.S. government bonds go down. In practice, this means it is betting that long-term interest rates will rise.
So the strategy is mainly saying: “own big finance, and bet against long-term bonds.”
Value propOut-of-sample annualized return ~23.9% vs ~19.6% for the S&P, with low market beta (~0.21) and Calmar ~1.16. Higher upside and compelling risk-adjusted profile, but expect larger drawdowns (~20.5%).
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| -0.1 | 0.97 | 0.3 | 0.54 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 1,109.86% | 15.28% | -1.04% | -0.34% | 0.92 | |
| 11.03% | 0.6% | -7.67% | 0.92% | 0.17 |
Initial Investment
$10,000.00
Final Value
$11,102.53Regulatory Fees
$0.78
Total Slippage
$3.48
Invest in this strategy
OOS Start Date
Jun 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Buy and hold, concentrated, financials, inverse bonds, leveraged etf, macro, aggressive
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BLK
Blackrock, Inc.
Stocks
JPM
JPMorgan Chase & Co.
Stocks
STT
State Street Corporation
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks