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Symphonies
20d BND vs 60d SH (XLK/XLP) + L/S Rotator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Compares bond strength vs the inverse S&P 500 to switch between Tech, Staples, or a calm mix of Treasuries/volatility/gold/cash. Buys Tech on deep selloffs. Rebalanced daily.
NutHow it works
Daily: compare bonds (BND) vs the inverse S&P 500 (SH) using RSI, a 0–100 heat gauge of recent moves (higher=stronger; <30=washed out). If bonds win: buy Tech (XLK) when the S&P 500 is above its 200‑day average (long‑term trend); otherwise hold Staples (XLP) unless Tech (QQQ) is washed out, then buy XLK. If bonds lose: buy XLK only on that washout; else hold an equal mix of the 4 calmest (lowest 5‑day volatility) from TMF/TMV (3x long/short Treasuries), SVXY/VIXM (short/long volatility), GLD (gold), BIL (T‑bills). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher annualized return (about 24.3% vs 21.2%), lower max drawdown (≈17.2% vs 18.8%), and a strong Calmar ratio (~1.41), giving you better risk-adjusted upside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.680.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
633.38%14.88%0.54%-0.34%0.91
20d BND vs 60d SH (XLK/XLP) + L/S Rotator
3,040.34%27.12%3.35%-5.16%1.49
Initial Investment
$10,000.00
Final Value
$314,033.90
Regulatory Fees
$819.02
Total Slippage
$5,190.01
Invest in this strategy
OOS Start Date
Apr 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, sector rotation, momentum, mean-reversion, risk-on/off, volatility, leveraged etfs
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
VIXM
ProShares VIX Mid-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.

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 19.28%. 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, and options.