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Symphonies
RSI 2 TMF
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical bond strategy using TMF/TMV (3x long/short Treasuries). Above trend: mostly hold TMF; if a short‑term “too hot” reading appears, flip to TMV. Below trend: short TMV only on “too hot” spikes; otherwise sit in a risk‑balanced mix of SPY and GLD.
NutHow it works
TMF/TMV are 3x daily funds tied to long‑term US Treasury bonds (TMF up when bonds rise; TMV up when bonds fall). 1) If TMF price > its 100‑day average: hold TMF unless a 2‑day “heat gauge” (RSI) is >90, then switch to TMV. 2) If TMF price ≤ its 100‑day average: use TMV only when RSI>90; otherwise hold a low‑vol mix of SPY (stocks) and GLD (gold). Rebalanced daily.
CheckmarkValue prop
Out-of-sample strategy blends leveraged Treasuries (TMF/TMV) with tactical SPY/GLD to cut downside risk while pursuing solid returns. 13.35% max drawdown vs SPY’s 18.76%, Calmar 1.17, positive alpha; 15.65% annualized (SPY 17.34%).

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Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend + mean-reversion, leveraged treasuries, tactical etf rotation, rsi(2), 100-day ma, inverse-vol spy/gld
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

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

"RSI 2 TMF" is currently allocated toGLDandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "RSI 2 TMF" has returned 15.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "RSI 2 TMF" is 13.35%. 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 "RSI 2 TMF", 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, crypto, and options.