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

About

Single‑ETF strategy that gauges risk by bonds vs inverse‑S&P strength, then rotates: Tech in healthy trends or oversold bounces, Staples in weak markets, or cash‑like T‑bills when risk is high.
NutHow it works
It first compares a 0–100 “strength score” (RSI) of BND (US bonds, 20 days) to SH (inverse S&P 500, 60 days). If bonds look stronger: If SPY is above its 200‑day average, buy XLK (Tech). If not, but QQQ’s 10‑day RSI < 30 (very oversold), still buy XLK; else buy XLP (Staples). If bonds aren’t stronger: If QQQ is oversold, buy XLK; else hold SHV (T‑bills). One ETF at a time.
CheckmarkValue prop
Out-of-sample, this rotation strategy delivers higher annualized returns (23.29% vs 22.07% for the S&P 500) with similar risk and a modestly lower drawdown, plus Calmar ~1.27— a disciplined edge in varied markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.610.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
530.44%10.27%-1.77%0.2%0.59
20d BND vs 60d SH
5,725.4%24.09%-1.57%-2.73%1.33
Initial Investment
$10,000.00
Final Value
$582,540.15
Regulatory Fees
$1,486.68
Total Slippage
$9,743.45
Invest in this strategy
OOS Start Date
Jan 2, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Sector rotation, trend-following, risk-on/off filter, rsi, 200-day moving average, cash parking
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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 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 toSHVandXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "20d BND vs 60d SH" has returned 17.60%. 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, and options.