Commander BND V4 | 4 Trade Days / Year | Garen Mod | Ribbon Bonds
Today’s Change (Sep 20, 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: ~38% annualized return vs 21% for SPY, with Calmar ~0.95 and Sharpe ~1.05—strong risk-adjusted upside. But drawdowns ~40% vs SPY ~19%: higher volatility, suited for growth-focused investors who can endure 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 | |
|---|---|---|---|---|---|
| 421.53% | 13.86% | -0.5% | 2.26% | 0.84 | |
| 65,285.25% | 66.46% | -0.86% | 4.1% | 1.5 |
Initial Investment
$10,000.00
Final Value
$6,538,525.29Regulatory Fees
$1,616.67
Total Slippage
$13,764.04
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