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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

Rules-based ETF mix across broad U.S. stocks, big tech, small-caps, chipmakers, and Treasuries. A bond “speedometer” guides when to ride stocks, briefly park in bonds, or hedge overheated rallies with inverse funds (one is a 3× inverse chip fund).
NutHow it works
Your money is split into 4 parts: large U.S. stocks, big tech, small companies, and chipmakers. In each part, a bond fund acts as a trigger. A simple “speedometer” (RSI, 0–100) guides moves: >50 = rising, >70 = overheated, <40–45 = beaten up. • If bonds are rising, it holds the stock fund—unless that stock looks overheated, then it switches to an inverse fund (bets against it). • If bonds are beaten up, it temporarily parks in that bond fund; otherwise it stays in the stock fund.
CheckmarkValue prop
Out-of-sample shows stronger risk-adjusted upside vs the S&P 500: ~27.2% annualized vs ~20.1%, Sharpe ~1.33 vs ~1.26, Calmar ~1.02. Drawdowns can be larger (~26.5% vs ~18.8%), but bond-driven timing aims for richer long-run returns.

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Invest in this strategy
OOS Start Date
Jul 23, 2023
Trading Setting
Threshold 1.62%
Type
Stocks
Category
Tactical allocation,momentum (rsi),inverse etfs,risk-on/risk-off,etf rotation,u.s. stocks & bonds,sector tilt (tech/small-caps/chips)
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 toSOXX, QQQ, SPYandIWM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.65%. 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.