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PHASE TEST of Inflation Spiral Hedge
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily dynamic hedge: rank a small ETF set, invest 100% in the top asset if a treasury-momentum test passes; otherwise switch to QQQ. Rebalanced daily with ETF leverage/cost considerations.
NutHow it works
On each trading day: 1) The system looks at a small set of inflation-hedge assets (e.g., treasury-short ETFs and a broad equity proxy). 2) It ranks them by a short‑term performance metric adjusted for risk (14-day standard deviation of returns). 3) The top-ranked asset is chosen as the primary candidate. 4) A momentum check runs using a treasury ETF signal: compare 60-day cumulative return (lhs, using TBT) to a 253-day baseline (rhs). If the 60-day return is at least 10% of the longer-term signal (lhs >= rhs), the strategy allocates 100% to the top asset. 5) If the condition isn’t met, it falls back to QQQ (the fallback asset). 6) Rebalance happens daily. Expect ETF costs, potential leverage risk, and the usual ETF-specified risks to influence results.
CheckmarkValue prop
Inflation-hedged, dynamic strategy that switches to QQQ when momentum signals fail. Out-of-sample: Sharpe ~1.09, annualized return ~21.69%, beta ~0.82 vs SPY, Calmar ~0.95. Adds diversification and inflation protection beyond the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 24, 2022
Trading Setting
Daily
Type
Stocks
Category
Inflation hedge, etf-based, dynamic allocation, risk management, treasury-short, leveraged etf awareness, multi-asset
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 19.00%. 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.