Corp Bond Compares 5/31/2018
Today’s Change (Aug 18, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A daily, credit‑guided momentum switch. If preferreds and corporate bonds look stronger than broad U.S. stocks over ~2 weeks, buy leveraged Nasdaq (3x or 2x). If not, sit in short‑term T‑bills and gold 50/50.
Every day it scores 10‑day momentum (RSI: a quick up‑vs‑down days score). 1) If PFFD (preferred stocks) isn’t stronger than VV (broad U.S. large caps), hold 50% BIL (T‑bills) + 50% GLD (gold). 2) Else, if PFFA (preferreds) isn’t stronger than VV, buy QLD (2x Nasdaq‑100). 3) Else, if IGIB (corp bonds) is stronger than VV, buy TQQQ (3x Nasdaq‑100); otherwise QLD.
Out-of-sample: ~64.7% annualized return vs SPY ~25.3%, with Calmar 3.35 and Sharpe ~1.79—strong, risk-adjusted growth. Some drawdowns expected, but credit-momentum signals offer meaningful upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.49 | 1.27 | 0.36 | 0.6 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 223.55% | 15.41% | 3.95% | 4.88% | 0.84 | |
| 14,964.69% | 84.46% | 10.28% | 23.13% | 1.71 |
Initial Investment
$10,000.00
Final Value
$1,506,468.93Regulatory Fees
$3,184.62
Total Slippage
$26,230.37
Invest in this strategy
OOS Start Date
May 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,credit-based signal,leveraged etfs,nasdaq-100,gold,t-bills,preferred stocks,corporate bonds
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