HYG/TMF | Long Term Success
Today’s Change (Nov 5, 2026)
—
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 return: 23.27% vs SPY 18.14%. A daily 1-asset switch among leveraged tech, long Treasuries, volatility, and cash aims to capture regime shifts with higher upside. Drawdowns are larger (~45% vs ~19%), suiting risk-tolerant, opportunistic investors.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.49 | 1.82 | 0.43 | 0.66 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 695.61% | 14.02% | -1.04% | -0.34% | 0.86 | |
| 2,534,798.95% | 89.95% | 1.14% | -4.75% | 1.59 |
Initial Investment
$10,000.00
Final Value
$253,489,894.96Regulatory Fees
$701,214.26
Total Slippage
$6,729,969.06
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