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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

A daily switch between SOXL (3× semiconductors) and SHV (T‑bills) using bond‑vs‑high‑beta momentum plus volatility and overbought/oversold checks. Mostly defensive; enters SOXL mainly on deep dips or when volatility is very low or extreme.
NutHow it works
Each day it compares 20‑day momentum (RSI) of BND (bonds) vs SPHB (high‑beta stocks). If bonds look stronger, it hides in SHV (T‑bills) unless semiconductors aren’t overheated and volatility (UVXY) is very calm or extremely high, or SOXL (3× semis) is deeply oversold. If stocks look stronger, it only buys SOXL on dips; otherwise stays in SHV.
CheckmarkValue prop
High-upside, risk-controlled strategy: ~49% annualized return vs S&P ~19%, with 100% shifts between SOXL and SHV guided by volatility/oversold signals. Expect strong upside in risk-on, but drawdowns can be large (up to ~75%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.552.380.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
617.31%14.99%1.36%5.73%0.91
20d BND vs 20d SPHB
2,400,845.41%104.45%12.94%114.31%1.44
Initial Investment
$10,000.00
Final Value
$240,094,540.68
Regulatory Fees
$320,079.73
Total Slippage
$2,286,452.54
Invest in this strategy
OOS Start Date
Mar 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum & mean‑reversion, volatility filter, risk‑on/risk‑off, daily rebalanced, leveraged etfs, semiconductors
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "20d BND vs 20d SPHB" has returned 49.43%. 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, crypto, and options.