Chadfundies mildly uncomfortable adventure | Deez | 8JUN2023 | 3YR BT: AR 23.4% DD 23.5%
Today’s Change (Mar 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A concentrated macro bet: own big financial stocks (JPM, BLK, STT) and short long‑term Treasuries via TMV (3x inverse). It wins if long‑term interest rates rise, but can lose quickly if rates fall. High volatility; no scheduled rebalancing.
How it worksSplit the money two ways: 45% is split equally among JPMorgan (JPM), BlackRock (BLK), and State Street (STT)—three large financial firms. 55% goes to TMV, a fund designed to rise 3x when long‑term U.S. Treasury bond prices fall (i.e., when long rates rise). No routine rebalancing.
Value propOut-of-sample, this macro strategy targets rising rates with higher return (22.94% vs SPY 21.86%), a small alpha (~0.19%), and Calmar ~1.12, despite ~20.5% drawdown (SPY ~18.8%). Strong upside in rate-up regimes.
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
Macro, long financials, short long-term treasuries, leveraged inverse etf, interest-rate sensitive, concentrated, high volatility
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