Chadfundies mildly uncomfortable adventure | Deez | 8JUN2023 | 3YR BT: AR 23.4% DD 23.5%
Today’s Change (Mar 17, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Two-bucket portfolio: 45% in JPM, BLK, STT (equal among the three); 55% in TMV (levered inverse long-term Treasuries). No automatic rebalance; aims for ~3-year upbeat backtest with notable drawdown risk due to leverage.
How it worksTwo-bucket allocation:
- Chad bucket (45%): split across JPM, BLK, and STT in equal shares (roughly 15% of the total portfolio each).
- Lame bucket (55%): allocated to TMV (the levered inverse long-bond ETF).
No automatic rebalancing is configured, so the weights stay fixed unless you manually adjust. The idea is to combine exposure to large financials with a strong position on rising interest rates via TMV.
Value propOut-of-sample edge: ~22.9% annualized return with low beta (~0.24) and Calmar ~1.12 vs SPY. Drawdowns ~20.5%, but upside from financials and a rate-tilt in bonds offer diversification and potential gains when rates rise, complementing the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| -0.11 | 1 | 0.31 | 0.55 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 950.08% | 14.94% | -1.77% | 0.2% | 0.89 | |
| -10.84% | -0.68% | 1.01% | -2.93% | 0.13 |
Initial Investment
$10,000.00
Final Value
$8,916.14Regulatory Fees
$0.65
Total Slippage
$3.48
Invest in this strategy
OOS Start Date
Jun 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Allocation strategy; financials + levered inverse bond etf; static weights
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