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Symphonies
(A) QLD FTLT + Bonds (40/8 %MDD) Since 2018 14% STDev
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A bond‑anchored, rules‑based portfolio: 55% Treasuries for stability; 45% switches among tech (2x QQQ), trending commodity winners, hedges (inverse QQQ), or Treasuries using simple trend/RSI/volatility signals. Daily rebalance; uses leveraged ETFs.
NutHow it works
55% sits in steady U.S. Treasuries (IEI ≈ 3–7yr, SHV ≈ T‑Bills). The other 45% is a rules‑driven “risk” sleeve. It uses trend (price vs long‑term average), heat (RSI: a 0–100 hot/cold gauge), and volatility. If commodities trend up (DBC rising), it owns the 4 recent winners (e.g., GLD gold, SLV silver, USO oil, WEAT wheat, CORN corn, BOIL/KOLD nat‑gas). Otherwise it rides or hedges big tech via 2x QQQ (QLD/ROM), inverse QQQ (QID), or parks in Treasuries (TLT/SHY). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this bond-anchored trend strategy offers a smoother path vs S&P: max drawdown 7.34% vs 18.76%, Calmar 1.45, Sharpe 0.87. 55% Treasuries core with momentum/commodity sleeve seeks upside with lower risk.

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Invest in this strategy
OOS Start Date
Dec 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend & rsi timing, tech momentum, commodities rotation, treasuries core, leveraged etfs, daily rebalance
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 toSHV, PEJ, QLD, IEI, SLV, GLDandBOIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 10.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.34%. 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.