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Symphonies
20d BND vs 20d SPHB
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switches between a 3x semiconductor fund (SOXL) and cash‑like Treasuries (SHV) using a bonds‑vs‑high‑beta risk gauge plus quick “heat” and fear checks (SOXX, UVXY). Aim: be aggressive only after dips or capitulation; otherwise stay safe.
NutHow it works
Rebalances daily. It first compares a 20-day heat meter (RSI, 0–100; high=hot, low=cold) for bonds (BND) vs high‑beta stocks (SPHB) to judge risk. If bonds look stronger, it often buys a 3x semiconductor fund (SOXL) unless semis are too hot (SOXX RSI>80) or fear spikes (UVXY high); then it holds cash‑like Treasuries (SHV). If stocks look stronger, it buys SOXL only when very oversold (RSI<30); else SHV.
CheckmarkValue prop
Out-of-sample edge: ~42% annualized return with ~0.83 Sharpe vs the S&P. Dynamic switch between leveraged semis and Treasuries targets rebounds and hedges risk—higher upside but sizable drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.542.380.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
616.19%14.71%0.54%-0.34%0.9
20d BND vs 20d SPHB
2,382,370.89%101.89%2.91%-0.81%1.42
Initial Investment
$10,000.00
Final Value
$238,247,088.69
Regulatory Fees
$339,653.49
Total Slippage
$2,427,067.67
Invest in this strategy
OOS Start Date
Mar 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi momentum, volatility filter, leveraged etf, semiconductors, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPHB
Invesco S&P 500 High Beta ETF
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"20d BND vs 20d SPHB" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"20d BND vs 20d SPHB" is currently allocated toSOXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "20d BND vs 20d SPHB" has returned 44.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "20d BND vs 20d SPHB" is 74.88%. 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 "20d BND vs 20d SPHB", 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.