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Symphonies
PHASE TEST of Inflation Spiral Hedge
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple daily switch: if long-term Treasury yields are jumping (signaled by TBT’s strong 60‑day gain), it shorts long Treasuries via TBF; otherwise it holds QQQ (the tech‑heavy Nasdaq‑100).
NutHow it works
Each day it checks how much ProShares UltraShort 20+ Year Treasury (TBT) gained over the last ~60 trading days. If TBT is up 10%+ (a sign long-term Treasury prices are dropping and yields are jumping), it buys ProShares Short 20+ Year Treasury (TBF). Otherwise it holds Invesco QQQ (QQQ). Note: this phase test only uses TBF and QQQ.
CheckmarkValue prop
Macro‑driven, rate‑sensitive strategy: switch to TBF on rate shocks, otherwise hold QQQ. Out‑of‑sample: ~21.7% annualized return, Calmar ~0.95, beta ~0.82. Diversifies market risk and delivers competitive risk‑adjusted exposure vs. the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 24, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,inflation hedge,rates momentum,bond shorting,nasdaq-100,trend-following
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TBT
ProShares Trust UltraShort Lehman 20+ Year Treasury
Stocks

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.

"PHASE TEST of Inflation Spiral Hedge" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"PHASE TEST of Inflation Spiral Hedge" is currently allocated toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "PHASE TEST of Inflation Spiral Hedge" has returned 19.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "PHASE TEST of Inflation Spiral Hedge" is 22.77%. 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 "PHASE TEST of Inflation Spiral Hedge", 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, and options.