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Symphonies
Simple TMF FTLT based on Reddit Reddit FTLT with tlt/200d tlt, BIL instead of UVXY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switcher among TMF/TMV (3× long/short Treasuries), SPY, or BIL. Uses bonds’ 200‑day trend, a short‑term “heat” score (10‑day RSI), and a quick stock‑momentum check (TQQQ 20‑day) to ride trends and buy oversold dips.
NutHow it works
Daily it checks TLT (long‑term US Treasuries). If TLT is above its 200‑day average, it holds TMF (3× long Treasuries) unless TMF’s 10‑day RSI (0–100 “heat” score) >79, then it parks in BIL (T‑Bills). If TLT is below, it buys TMF if TMF’s RSI <31; otherwise: if TQQQ is below its 20‑day average it holds the stronger of TMV (3× short Treasuries) or SPY (S&P 500) by RSI; if TQQQ is above, hold TMV if its RSI <31, else TMF.
CheckmarkValue prop
Regime-aware, diversified strategy that pivots among leveraged Treasuries, SPY, and cash to hedge stock-market risk. It reduces correlation with the S&P 500 and dampens drawdowns, offering a tactical diversification tool rather than a pure equity winner.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.32-0.650.07-0.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
652.88%13.42%-4.99%-4.37%0.82
Simple TMF FTLT based on Reddit Reddit FTLT with tlt/200d tlt, BIL instead of UVXY
795.16%14.65%-19.14%-12.18%0.53
Initial Investment
$10,000.00
Final Value
$89,515.95
Regulatory Fees
$931.59
Total Slippage
$5,965.39
Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Rules-based,tactical,trend-following,mean-reversion,treasuries focus,leveraged etfs (tmf/tmv),occasional spy,daily rebalance,momentum filters
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -33.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.55%. 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 the symphony, 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.