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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 ETF mix that uses bond strength as a traffic light. It usually holds major stock ETFs, flips to their inverse when those look overheated, and parks in bonds when bonds are deeply weak. One sleeve uses a 3x inverse semiconductor fund.
NutHow it works
The portfolio is split into 4 parts. Each part watches a bond fund’s short‑term strength gauge (RSI: 0–100; >50 = rising, <40–45 = falling). If that bond looks firm (>50), it holds a matching stock fund (SPY, QQQ, IWM, SOXX) unless that stock is overheated (>70), then it flips to the inverse (SH, PSQ, RWM, SOXS). If the bond is very weak, it parks in that bond fund. Note: SOXS is a very volatile 3x inverse fund.
CheckmarkValue prop
Out-of-sample edge: ~27.2% annual return vs 20.1% for the S&P; Sharpe ~1.33 vs ~1.26; Calmar ~1.02. Uses bond-driven regimes with selective inverse sleeves for downside protection—though drawdowns can be higher.

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Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Rules-based etf rotation, tactical asset allocation, inverse etfs, bonds as risk trigger, momentum + mean reversion
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 ETF
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, SPYandAGG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.61%. 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, and options.