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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, this strategy targets higher upside: ~25.7% annualized return vs SPY’s ~22.6%, with solid risk-adjusted performance (oos Sharpe ≈0.90 vs SPY ≈1.35). Still, larger drawdowns (~38% vs ~19%) mean higher volatility.

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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 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.

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

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

Year-to-date, "Treasury Fuckery" has returned 25.74%. 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.