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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 one‑at‑a‑time switcher among TMF, TMV, and SPY. If both bond sides were calm last week, hold SPY; if not, pick TMF or TMV based on which had the better 5‑day worst‑loss profile. Built to ride big interest‑rate moves and step aside when rates are quiet.
NutHow it works
It watches two opposite bond funds: TMF (jumps when long‑term Treasury prices rise) and TMV (jumps when they fall). It looks at each fund’s worst drop over the last week (5 trading days). If both had only mild worst drops (<10%), it sits in SPY (stocks). Otherwise, it picks TMF or TMV—the one that handled the last week better—and puts 100% there until the next check.
CheckmarkValue prop
Regime-aware strategy: stay in SPY in calm rates, switch to TMF/TMV when rate moves. Out-of-sample: ~22.9% annualized vs SPY 23.3%, Calmar ~0.91, Sharpe ~0.98—diversified risk management.

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Invest in this strategy
OOS Start Date
Oct 16, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Us treasuries, leveraged etfs, tactical switching, volatility filter, hedge, us large-cap equities
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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.

"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 21.58%. 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, and options.