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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

Daily switch: if a sharp bond selloff is underway (TBT up ≥10% in 60 days), hold TBF to bet against long‑term Treasuries; otherwise hold QQQ for large‑cap tech/growth exposure.
NutHow it works
Each day it checks a “thermometer” of bond stress: TBT, a fast-moving ETF that rises when long-term Treasury bonds fall. If TBT is up 10% or more over the past ~3 months (60 trading days), it buys TBF, which benefits when long‑term Treasuries drop. Otherwise it holds QQQ (big tech/growth). Tickers: TBF = inverse long‑term Treasuries; TBT = a quicker, 2x version used only for the signal; QQQ = Nasdaq‑100 (mega‑cap tech).
CheckmarkValue prop
Regime-switching, rules-based strategy that flips between QQQ and TBF as bond stress rises. Out-of-sample annualized return ~21.7%, beta ~0.82, Sharpe ~1.09—similar upside to the S&P with diversification, but higher drawdowns in stress periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.890.620.79
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
761.98%13.96%-1.77%0.2%0.85
PHASE TEST of Inflation Spiral Hedge
1,822.66%19.64%0.33%-1.59%1.02
Initial Investment
$10,000.00
Final Value
$192,265.72
Regulatory Fees
$378.66
Total Slippage
$2,349.46
Invest in this strategy
OOS Start Date
Oct 24, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, inflation hedge, bonds short vs tech, momentum trigger, daily rebalance
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 19.14%. 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.