HYG/TMF | Long Term Success
Today’s Change (Oct 22, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
A high-risk strategy that jumps daily between leveraged tech, leveraged long-term Treasuries, volatility, and cash based on signals from junk bonds, bond markets, and recent market momentum.
This strategy is an all-or-nothing switcher. Each day, it chooses just one holding: aggressive tech (TQQQ or TECL), long-term Treasury bonds (TMF), a volatility fund (VIXY), or a cash-like Treasury fund (SHV).
It uses junk bonds (HYG) and bond-vs-cash trends to judge whether markets look healthy. If conditions look good, it buys leveraged tech. If not, it moves to a defensive mode that may buy Treasury bonds, volatility, or cash. It also checks whether markets look unusually “hot” or “washed out” based on recent price moves.
Out-of-sample, this strategy aims ~26% annualized returns vs SPY's ~18.6%, via a rules-based switch among leveraged tech, long Treasuries, volatility, or cash. Seeks bigger upside in strong markets with hedges, but accepts higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.49 | 1.83 | 0.43 | 0.66 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 702.13% | 14.12% | -0.05% | 3.57% | 0.86 | |
| 2,677,731.49% | 90.92% | -1.61% | 1.6% | 1.61 |
Initial Investment
$10,000.00
Final Value
$267,783,149.24Regulatory Fees
$690,419.73
Total Slippage
$6,625,631.21
Invest in this strategy
OOS Start Date
Feb 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, market regime, leveraged etfs, technology, long treasuries, volatility, risk-on/risk-off
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks