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Symphonies
The Treasury Effect
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Half in tactical Treasuries (can go long, short, or cash). Half in an aggressive, tech‑tilted stock engine with a volatility overlay. Uses trend and “overbought/oversold” signals to dial risk up in uptrends and down in selloffs.
NutHow it works
It splits the portfolio 50/50. - Treasury side rotates among: TMF (bet on rising bond prices), TMV (bet on falling bond prices), or safer bond/cash funds (TLT, BND, SHV) using trend checks and a “speedometer” of recent moves (RSI: low=cold, high=hot). - Stock side goes aggressive in uptrends (leveraged tech like TQQQ/TECL/SOXL plus some SVXY) and defensive in stress (PSQ/SQQQ, staples, dollar, or VIXY/UVXY). Extra rules cut risk when the Nasdaq weakens.
CheckmarkValue prop
Diversified 50/50 Treasury/Equity strategy with trend/volatility overlays. In out-of-sample testing it shows positive risk-adjusted returns (Sharpe ~0.75; Calmar ~0.76) and built-in hedges to dampen drawdowns versus a pure S&P exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.540.640.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.34%14.83%1.36%5.73%0.91
The Treasury Effect
461,143.64%83.57%0.44%5.98%2.55
Initial Investment
$10,000.00
Final Value
$46,124,363.86
Regulatory Fees
$146,158.17
Total Slippage
$1,014,761.46
Invest in this strategy
OOS Start Date
Feb 1, 2024
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical allocation, trend-following, risk-on/risk-off, treasuries vs equities, volatility overlay, leveraged etfs, tech tilt
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.

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

"The Treasury Effect" is currently allocated toUPRO, SOXL, SVXY, SHV, UDOWandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Treasury Effect" has returned 17.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Treasury Effect" is 22.87%. 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 Treasury Effect", 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.