Commander BND V4 | 4 Trade Days / Year | Garen Mod | Ribbon Bonds
Today’s Change (Aug 6, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A quarterly, bond‑guided switch. If bonds beat T‑bills, go “risk on” with 4 leveraged growth ETFs that look most oversold. If not, go “risk off” into mixes of inverse Treasuries/equities, USD, staples, healthcare, gold, and long Treasuries.
How it worksEvery quarter it asks: have broad bonds (BND) beaten T‑bills (BIL) over the past 2 months?
- Yes → Risk ON: buy 4 of 6 aggressive, leveraged funds (tech/semis/Nasdaq/S&P/financials/long‑Treasuries) that look most “oversold.”
- No → Risk OFF: check long‑Treasury trend.
• If rates look to be rising: split 60% across the 3 most “oversold” hedges (inverse Treasuries/equities, staples, energy, VIX, anti‑beta) and 40% in long‑USD (USDU).
• If rates look to be falling: put 80% into 4 laggards among Treasuries, gold, staples, and healthcare (rest sits in cash).
Value propOut-of-sample annualized return ~39.4% vs SPY ~22.2%, with Calmar ~0.98 and Sharpe ~1.06. A bond-driven quarterly switch captures big upside in leveraged equities while adding hedges for risk control, aiming for higher upside, disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.51 | 0.55 | 0.06 | 0.24 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 425.78% | 14.08% | 2.46% | 6.63% | 0.85 | |
| 65,294.86% | 67.29% | 0.62% | 1% | 1.51 |
Initial Investment
$10,000.00
Final Value
$6,539,485.89Regulatory Fees
$1,588.59
Total Slippage
$13,765.03
Invest in this strategy
OOS Start Date
Oct 5, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Risk-on/risk-off, quarterly, leveraged etfs, bond signal, mean reversion, defensive hedges, volatility hedge, sector rotation
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
PST
ProShares Trust UltraShort Lehman 7-10 Year Treasury
Stocks
QID
ProShares UltraShort QQQ
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
TBT
ProShares Trust UltraShort Lehman 20+ Year Treasury
Stocks