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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

Daily, it gauges risk using bonds vs inverse S&P. In risk‑on it buys tech (XLK), otherwise staples (XLP). In risk‑off it either buys oversold tech or rotates into the 4 calmest of gold, T‑bills, Treasury up/down, and volatility up/down funds.
NutHow it works
Regime: Compare 20‑day strength of BND (US bonds) with 60‑day strength of SH (inverse S&P; up when stocks fall). If BND>SH → risk‑on. Risk‑on: Buy XLK (tech). If SPY is below its 200‑day average and QQQ isn’t oversold (10‑day RSI≥30), use XLP (consumer‑staples). Risk‑off: If QQQ is oversold (RSI<30), buy XLK; else hold the 4 least‑volatile (equal‑weight) from TMF/TMV (Treasury up/down), SVXY/VIXM (vol down/up), GLD (gold), BIL (T‑bills). Daily rebalance. RSI=0–100 momentum; 200‑day avg=trend.
CheckmarkValue prop
Out-of-sample edge: ~24.3% annual return vs ~21.2% for S&P, with smaller drawdown (17.2% vs 18.8%). Regime switching and diversified safety assets aim for higher upside with controlled risk.
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
622.06%14.72%-1.77%0.2%0.9
20d BND vs 60d SH (XLK/XLP) + L/S Rotator
2,920.49%26.71%-3.33%-4.06%1.47
Initial Investment
$10,000.00
Final Value
$302,049.23
Regulatory Fees
$859.88
Total Slippage
$5,451.06
Invest in this strategy
OOS Start Date
Apr 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, sector rotation, rsi/momentum, defensive rotation, low-volatility filter
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 ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
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 toGLD, TMV, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.54%. 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.