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Symphonies
V1 | TMV/TMF Selector | Michael B
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A simple switcher: when bonds are moving hard, it picks TMF (up when bonds rise) or TMV (up when bonds fall) based on which had the gentler 5‑day pullback. When bonds are calm, it holds SPY. Aims to profit from rate swings and hedge stock volatility.
NutHow it works
It watches two bond funds tied to long‑term US Treasuries: TMF (wins when bond prices rise) and TMV (wins when they fall). It looks at the last 5 days’ worst drop from a recent high. If both funds’ worst drop is under 10%, it holds SPY. Otherwise, it buys the one (TMF or TMV) with the smaller worst drop and stays 100% there until the signal changes.
CheckmarkValue prop
Out-of-sample return ~23.25% with Sharpe ~0.98 and Calmar ~0.92. Delivers near-SPY performance but adds bond-hedged diversification to damp rate-driven risk; note higher drawdowns in some regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.80.290.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
993.1%15.5%1.36%5.73%0.92
V1 | TMV/TMF Selector | Michael B
7,067.27%29.35%1.36%4.98%1.12
Initial Investment
$10,000.00
Final Value
$716,726.81
Regulatory Fees
$1,862.86
Total Slippage
$12,219.07
Invest in this strategy
OOS Start Date
Oct 16, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, us treasuries, leveraged etfs, momentum/volatility, hedge
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.

"V1 | TMV/TMF Selector | Michael B" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 | TMV/TMF Selector | Michael B" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 | TMV/TMF Selector | Michael B" has returned 23.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 | TMV/TMF Selector | Michael B" is 25.22%. 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 "V1 | TMV/TMF Selector | Michael B", 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.