Skip to Content
Symphonies
20d BND vs 60d SH (XLK/XLP) + L/S Rotator
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk‑on/risk‑off strategy. It compares bond strength to short‑S&P strength. In healthier conditions it favors tech (XLK) or staples (XLP). In stress it either buys deeply oversold tech or rotates into a calm mix of Treasuries, volatility, gold, and T‑bills.
NutHow it works
Daily: If bonds’ 20‑day strength (BND) beats the 60‑day strength of being short stocks (SH), go to sectors: if the S&P 500 (SPY) is above its 200‑day trend, buy tech (XLK); if below, buy tech only if the Nasdaq‑100 (QQQ) is very oversold; else buy staples (XLP). If bonds don’t win: still buy tech if QQQ is very oversold; otherwise hold the 4 calmest of {TMF, TMV, SVXY, VIXM, GLD, BIL}. RSI = a 0–100 recent‑momentum score; low = oversold. 200‑day average ≈ long‑term trend. Tickers: XLK=tech; XLP=consumer staples; BND=bonds; SH=short S&P 500; SPY=S&P 500; QQQ=Nasdaq‑100; TMF/TMV=leveraged long/short Treasuries; SVXY/VIXM=volatility; GLD=gold; BIL=T‑bills.
CheckmarkValue prop
Out-of-sample tested strategy delivers stronger growth and tighter downside control vs SPY: ~25.9% annualized return vs ~21.8%, lower max drawdown (17.2% vs 18.8%), Calmar ~1.51, and solid risk-adjusted metrics—offering resilience and upside in stress periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.680.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
634.56%15.16%1.36%5.73%0.92
20d BND vs 60d SH (XLK/XLP) + L/S Rotator
3,187.25%28.06%-0.98%10.97%1.54
Initial Investment
$10,000.00
Final Value
$328,724.53
Regulatory Fees
$799.11
Total Slippage
$5,061.43
Invest in this strategy
OOS Start Date
Apr 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, trend-following, sector rotation, risk-on/risk-off, volatility/treasury/gold basket
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.17%. 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, crypto, and options.