HYG/TMF | Long Term Success
Today’s Change (Aug 23, 2026)
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A symphony is an automated trading strategy — Learn more about symphonies here
About
Switches between 3x Nasdaq (TQQQ), 3x long Treasuries (TMF), cash-like T‑bills (SHV), and occasional VIXY/3x Tech (TECL) based on bond-vs-cash momentum, overbought/oversold signals, and simple trend checks. Aims to ride trends and step aside when weak.
Daily, it first asks: have broad bonds (BND) beaten T‑bills (BIL) over ~60 days? If yes, go 100% TQQQ (3x Nasdaq‑100). If not, use a bond/vol engine: buy VIXY when stocks look extremely hot (RSI>80), favor TMF (3x long Treasuries) when oversold or trending, buy TECL (3x Tech) only on deep tech selloffs, or sit in SHV (T‑bills).
Out-of-sample edge: 28.5% annualized return vs 19.6% for the S&P, driven by regime-switching across leveraged Nasdaq/Tech plays, long Treasuries, and VIX hedges with cash. Higher upside, but with larger drawdowns and risk.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
| Alpha | Beta | R2 | R | |
|---|---|---|---|---|
| 0.5 | 1.83 | 0.43 | 0.66 |
Performance Metrics
| Cumulative Return | Annualized Return | Trailing 1M Return | Trailing 3M Return | Sharpe Ratio | |
|---|---|---|---|---|---|
| 692.51% | 14.19% | 2.33% | 3.36% | 0.87 | |
| 2,699,855.24% | 92.34% | 2.1% | 6.43% | 1.62 |
Initial Investment
$10,000.00
Final Value
$269,995,523.87Regulatory Fees
$647,568.95
Total Slippage
$6,218,665.66
Invest in this strategy
OOS Start Date
Feb 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, momentum, leveraged etfs, volatility hedge, bond-vs-cash regime, multi-asset
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