Skip to Content
Symphonies
HYG/TMF | Long Term Success
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk-on/off strategy. When bonds look healthy, it goes all-in on TQQQ (3x Nasdaq). Otherwise it rotates among long Treasuries (TMF), cash-like T‑Bills (SHV), a volatility hedge (VIXY), or occasional tech bounces (TECL) using hot/cold and trend signals.
NutHow it works
Daily check. If broad bonds (BND) beat T‑Bills (BIL) over 60 days → 100% TQQQ (3x Nasdaq‑100). Else use a defensive playbook: if QQQ or SPY are very hot (RSI>80) → VIXY (volatility hedge). If long bonds (TMF) are very cold (RSI<32) → TMF. If TLT looks stronger than BIL, use TMF trend checks (EMA/SMA + RSI) to pick TMF or cash (SHV). Otherwise, if tech is very cold (TQQQ RSI<31) → TECL; else SHV.
CheckmarkValue prop
Out-of-sample this strategy aims ~27.5% annualized returns vs SPY’s ~20%, with a Calmar around 0.61. It uses risk-on/risk-off regimes and hedges to capture tech upside while limiting large drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.521.850.440.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
602.51%13.99%1.36%5.73%0.85
HYG/TMF | Long Term Success
2,386,922.99%96.77%-0.81%20.51%1.65
Initial Investment
$10,000.00
Final Value
$238,702,299.36
Regulatory Fees
$581,708.09
Total Slippage
$4,162,945.94
Invest in this strategy
OOS Start Date
Feb 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/off, momentum, leveraged etfs, long treasuries, volatility hedge
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"HYG/TMF | Long Term Success" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"HYG/TMF | Long Term Success" is currently allocated toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "HYG/TMF | Long Term Success" has returned 27.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "HYG/TMF | Long Term Success" is 45.37%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "HYG/TMF | Long Term Success", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.