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Symphonies
-watch- [STRATGPT] Rank #1 | Bond Triggered ETF Strategy with Inverse bond and index ETFs V2 | Deez | 23JUL2023
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based portfolio split across S&P 500, Nasdaq‑100, small‑caps, and semiconductors. A bond “heat gauge” sets the regime: short overheated stocks, otherwise stay long; if bonds slump, park in bonds. Note: one sleeve uses a −3x inverse ETF.
NutHow it works
Split into 4 sleeves: S&P 500 (30%), Nasdaq‑100 (20%), small‑caps (20%), semiconductors (30%). Each sleeve watches a bond fund and a 14‑day RSI (a 0–100 heat gauge of recent moves). If the bond is strong (>50) and the stock looks overheated (>70), it flips to the inverse ETF. If the bond is weak (<40–45), it parks in that bond. Otherwise it holds the stock. SPY/SH, QQQ/PSQ, IWM/RWM, SOXX/SOXS; BIL, TLT, IEF, AGG.
CheckmarkValue prop
Out-of-sample, this multi-sleeve RSI-driven strategy delivers ~26% annualized return and ~1.28 Sharpe vs S&P ~20% return and ~1.25 Sharpe. Higher drawdowns (~26.5% vs ~18.8%), but stronger upside.

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Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Tactical allocation, rsi-based timing, inverse etfs, bond regime filter, sector rotation, risk management
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RWM
ProShares Short Russell2000
Stocks
SH
ProShares Short S&P500
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SOXX
iShares Semiconductor 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.

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

The symphony is currently allocated toIEF, QQQ, SPYandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.52%. 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.