Corp Bond Compares 5/31/2018
Today’s Change (Nov 5, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily strategy that uses short-term strength in corporate bonds and preferred stocks as a green light to buy leveraged Nasdaq funds, and falls back to a 50/50 mix of Treasury bills and gold when that signal weakens.
Every day, the strategy checks whether three income-oriented funds—two preferred-stock funds (PFFD, PFFA) and one corporate-bond fund (IGIB)—have better very short-term momentum than VV, a broad large-company stock fund.
If all 3 look stronger, it buys TQQQ, a very aggressive fund that aims for 3x the daily move of the Nasdaq-100. If only some look stronger, it buys QLD, a milder 2x Nasdaq fund. If the first check fails, it moves to safety: 50% short-term Treasury bills (BIL) and 50% gold (GLD).
Out-of-sample annualized return ~47% vs SP500 ~19%; Calmar ~2.44 with Sharpe ~1.50. Uses credit/ preferred signals to time leveraged Nasdaq exposure, plus cash/gold defense. Higher upside potential than SPY, but larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.47 | 1.26 | 0.36 | 0.6 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 221.91% | 14.91% | -1.04% | -0.34% | 0.83 | |
| 14,409.63% | 80.7% | -0.74% | 0.42% | 1.68 |
Initial Investment
$10,000.00
Final Value
$1,450,963.14Regulatory Fees
$3,298.68
Total Slippage
$26,556.50
Invest in this strategy
OOS Start Date
May 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged equity, tactical asset allocation, momentum, rsi, nasdaq-100, credit signals, defensive gold/cash
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
Stocks
PFFD
Global X U.S. Preferred ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VV
Vanguard Morningstar Large-Cap ETF
Stocks