Corp Bond Compares 5/31/2018
Today’s Change (Oct 22, 2026)
—
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).
High upside vs S&P: out-of-sample annualized return 51.3% (Calmar 2.65) driven by credit-momentum to Nasdaq leverage (3x/2x); defensive cash/gold when signals fail. Sharpe ~1.58 vs ~1.67, max drawdown ~19% vs ~9%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.48 | 1.26 | 0.36 | 0.6 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 224.54% | 15.1% | -0.05% | 3.57% | 0.84 | |
| 14,520.71% | 81.37% | -2.27% | 5.88% | 1.68 |
Initial Investment
$10,000.00
Final Value
$1,462,071.00Regulatory Fees
$3,265.39
Total Slippage
$26,257.33
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