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

About

Owns one ETF at a time using a 1‑week “recent strength” check. If SPY beats cash (BIL), hold SPY; else bond moves decide: IEI>SHY → QQQ, IEI>IEF → SOXX; if neither, hold Treasuries by picking the laggard of IEF vs TLT.
NutHow it works
It uses a 1‑week “recent strength” score (RSI: higher = recently rising, lower = falling). 1) If U.S. stocks (SPY) look stronger than T‑Bills (BIL), own SPY. 2) Else, if 3–7yr Treasuries (IEI) beat 1–3yr (SHY), own QQQ (growth/tech). 3) Else, if IEI beats 7–10yr (IEF), own SOXX (semiconductors). 4) Else, hold IEF or TLT—whichever is weaker (bets on a bounce).
CheckmarkValue prop
Out-of-sample edge: 27.15% annualized return vs S&P 500 at 22.23%, with Sharpe ~0.94 and Calmar ~0.71. A single-ETF momentum strategy that pivots to growth/semis when signals fire, but carries higher drawdowns (~38%).

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Invest in this strategy
OOS Start Date
Oct 22, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation,momentum,treasury curve signals,sector rotation,risk-on/risk-off
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

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

"Treasury Fuckery" is currently allocated toIEF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Treasury Fuckery" has returned 27.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Treasury Fuckery" is 38.03%. 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 "Treasury Fuckery", 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.