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Symphonies
V1 | Safer 20 Year Treasury Bonds | Michael B
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Times 3× Treasury funds (TMF/TMV) using TLT’s long‑ and short‑term trends plus an RSI “hot/cold” meter. When signals are weak, it rotates into safer assets (USD, gold, defensive stocks, short Treasuries) to reduce big drawdowns.
NutHow it works
Uses TLT (20+ yr US Treasury bonds) as the guide. If TLT is above its 200‑day average (uptrend), it buys TMF (3× bull Treasuries) when short‑term trend is up or very washed‑out (RSI, a 0–100 heat gauge). If TLT is extremely hot (RSI>80), it buys TMV (3× bear). Otherwise it holds a safety mix: UUP (US dollar), GLD (gold), XLP (defensive stocks), SHY (1–3yr Treasuries). If TLT is below its 200‑day average, it holds the two least‑volatile of UUP/GLD/XLP/SHY.
CheckmarkValue prop
Out-of-sample: Sharpe -0.21; annualized return -1.85%; max drawdown ~18.35%. Not beating the S&P on stats, but this strategy uses defensive rotations to protect capital and diversify with Treasuries, complementing stock exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.060.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
970.22%15.33%1.2%6.23%0.91
V1 | Safer 20 Year Treasury Bonds | Michael B
220.29%7.26%2.72%5.04%0.7
Initial Investment
$10,000.00
Final Value
$32,028.93
Regulatory Fees
$185.62
Total Slippage
$1,186.56
Invest in this strategy
OOS Start Date
Oct 25, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Treasuries, leveraged etfs, trend following, momentum, defensive rotation, risk management
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toGLD, SHY, UUPandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -1.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.35%. 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 the symphony, 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.