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Symphonies
20d BND vs 60d SH
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one‑ETF‑at‑a‑time switcher. It goes risk‑on when bond momentum (BND, 20d RSI) beats inverse‑stock momentum (SH, 60d RSI). Then it chooses Tech (XLK), Staples (XLP), or cash‑like Treasuries (SHV) using the S&P’s 200‑day trend and a Nasdaq oversold trigger.
NutHow it works
It picks one fund at a time based on simple signals: - Compare momentum: 20‑day “up/down score” (RSI) of BND (bonds) vs 60‑day RSI of SH (inverse S&P). If bonds win → risk‑on; else → risk‑off. - Risk‑on: If SPY is above its 200‑day average, buy XLK (Tech). If not, but QQQ’s RSI(10)<30 (very oversold), still buy XLK; otherwise buy XLP (Staples). - Risk‑off: If QQQ RSI(10)<30, buy XLK; else hold SHV (short‑term Treasuries). RSI is a 0–100 gauge of recent up vs down moves (low<30=oversold). The 200‑day average is a long‑term trend line (above=uptrend). Tickers: XLK=Tech, XLP=Staples, SHV=short Treasuries, BND=Bonds, SH=inverse S&P, SPY=S&P 500, QQQ=Nasdaq‑100.
CheckmarkValue prop
Out-of-sample edge: 24.87% annualized return vs 22.62% for the S&P; drawdown slightly better (18.37% vs 18.76%), Calmar ~1.35 signals solid risk control. Sharpe slightly lower (1.12 vs 1.31); simple 1-ETF rotation with disciplined signals.

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Invest in this strategy
OOS Start Date
Jan 2, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Momentum, trend-following, sector rotation, risk-on/risk-off, tactical asset allocation
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 60d SH" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"20d BND vs 60d SH" is currently allocated toXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "20d BND vs 60d SH" has returned 24.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "20d BND vs 60d SH" is 18.37%. 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 60d SH", 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.