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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

Switches among TMF (3x long Treasuries), SHV (cash‑like T‑bills), VIXY (volatility), and TECL (3x tech). Rides bond momentum, hides in cash when weak, hedges when stocks are overheated, and buys tech only on rare deep sell‑offs.
NutHow it works
RSI gauges how “hot/cold” prices were lately. If SPY or QQQ are red‑hot, buy VIXY (volatility). Else, when long Treasuries look stronger than T‑bills (TLT > BIL), ride TMF (3x bonds) unless its trend weakens or runs too hot—then park in SHV (T‑bills). If bonds aren’t strong, stay in SHV, except when tech is extremely washed‑out (TQQQ very low) → TECL (3x tech).
CheckmarkValue prop
Out-of-sample, this strategy targets ~43% annualized return vs SPY's ~20%, with Calmar ~1.83—strong risk-adjusted gains from bond momentum, cash hedges, and selective tech bets. Higher upside, but larger drawdown than SPY.
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
590.61%13.59%-1.77%0.2%0.83
TMF Momentum
404,670.44%72.92%0.67%13.18%1.76
Initial Investment
$10,000.00
Final Value
$40,477,043.93
Regulatory Fees
$99,495.61
Total Slippage
$700,057.53
Invest in this strategy
OOS Start Date
Feb 15, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Momentum,tactical asset allocation,bonds,technology,volatility hedge,leveraged etfs,trend-following,mean-reversion
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXY
ProShares VIX Short-Term Futures ETF
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.

"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 48.12%. 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, and options.