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Symphonies
TMF Momentum
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based, all-in switch among TMF (long Treasuries), SHV (cash-like T‑Bills), TECL (leveraged tech on deep dips), and VIXY (volatility when stocks look overheated). Uses simple momentum and overbought/oversold checks. High risk due to 3× ETFs.
NutHow it works
1) If US stocks look red‑hot, switch to VIXY (benefits when stocks wobble). 2) Else compare long bonds vs cash. If bonds lead, mostly ride TMF with simple trend/overbought guards; if bonds lag, sit in SHV. Extra: buy TECL only when tech is deeply washed out. Funds: TMF=3× long bonds, SHV/BIL=T‑Bills, TECL=3× tech, VIXY=volatility, TLT=long bonds. RSI=0–100 heat gauge.
CheckmarkValue prop
Out-of-sample edge: ~45% annualized return with Calmar 1.92 and Sharpe 1.13, delivering superior risk-adjusted upside vs the S&P 500. Tactical shifts to VIXY/TMF/TECL capture volatility and hedge downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.540.420.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
602.51%13.99%1.36%5.73%0.85
TMF Momentum
350,350.05%72.99%3.96%5.78%1.75
Initial Investment
$10,000.00
Final Value
$35,045,004.93
Regulatory Fees
$91,148.24
Total Slippage
$640,597.50
Invest in this strategy
OOS Start Date
Feb 15, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, momentum, mean reversion, treasuries, technology, volatility hedge, leveraged etfs, risk-on/off
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.

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

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

Year-to-date, "TMF Momentum" has returned 45.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TMF Momentum" is 23.50%. 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 "TMF Momentum", 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.