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Symphonies
RINF Test 2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, ~25% tactical sleeve. If inflation expectations trend up (RINF), it either swings into TQQQ (3× Nasdaq) or parks in T‑bills. If not, it tactically trades long‑dated Treasuries (TMF/TMV/TLT/SHV/BND) using trend and overbought/oversold cues.
NutHow it works
Each day: - If RINF (inflation‑expectations ETF) is above its 200‑day average, compare 15‑day strength of BND (bonds) vs QQQ (Nasdaq). If bonds look stronger, hold TQQQ (3× Nasdaq); otherwise BIL (T‑bills). - If RINF isn’t above trend, trade long‑Treasuries: buy TMF (3× long) if oversold; else if TMV (3× short) is trending and not overheated, hold TMV; if overheated, use SHV (very short Treasuries) or TLT (unlevered long). Otherwise BND. Daily rebalance. ~25% sleeve.
CheckmarkValue prop
Outperforms the S&P: ~61% annualized return vs ~21%, higher Sharpe (~1.32 vs 1.22) and Calmar ~1.48. Exploits inflation regimes with macro regime switching and leveraged/bond bets for big upside; but beware larger max drawdown (~41%).

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Invest in this strategy
OOS Start Date
Jan 30, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical macro, inflation regime, momentum/trend, treasuries, leveraged etfs, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RINF
ProShares Inflation Expectations ETF
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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.

"RINF Test 2" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"RINF Test 2" is currently allocated toBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RINF Test 2" has returned 49.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RINF Test 2" is 41.40%. 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 "RINF Test 2", 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.