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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

A rules-based, risk-on/risk-off plan: mostly parks in cash-like T‑bills, buys 3× long Treasuries (TMF) when bond momentum/oversold signals hit, takes 3× tech (TECL) only on deep Nasdaq dips, and holds VIXY when stocks look excessively hot.
NutHow it works
Assets: TMF=3× long US Treasuries; TECL=3× tech; VIXY=rises when fear spikes; SHV/BIL=T‑bills (cash‑like); QQQ/SPY=big stock indexes; TLT=long Treasuries. RSI is a 0–100 “hot/cold” score; EMA vs MA compares short vs slightly longer averages. Rules: If QQQ or SPY are very hot (RSI>80) → VIXY. Else if TMF is very cold (RSI<32) → TMF. Else if TLT looks stronger than BIL, use TMF’s short‑term trend; sometimes buy TECL only when Nasdaq is very cold (TQQQ RSI<31); otherwise sit in SHV.
CheckmarkValue prop
Out-of-sample annual return ~42.97% vs SPY ~19.84%; Calmar ~1.83 signals strong risk-adjusted upside. A rules-based, risk-on/risk-off approach aims for higher growth with disciplined risk control—designed to beat the S&P over time.

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Invest in this strategy
OOS Start Date
Feb 15, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical momentum, risk-on/risk-off, leveraged etfs, long treasuries focus, volatility hedge, tech swing trades
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 Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 48.63%. 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.