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Symphonies
Bear logic test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Stays in cash-like T‑Bills when bonds lead; otherwise bets against big tech (QQQ). Uses RSI to compare momentum and a 20‑day average to choose mild (PSQ) or aggressive (SQQQ) inverse exposure.
NutHow it works
It’s a bearish, tactical switcher. RSI = a 0–100 score of recent up vs down days; higher = stronger momentum. 1) If bonds (BND) look stronger than a bear S&P fund (SH), sit in BIL (T‑Bills). 2) Else if bonds (AGG) beat big tech (QQQ), stay in BIL. 3) Else short QQQ: if TQQQ is above its 20‑day average (last 20 closes), use SQQQ (3× inverse); otherwise PSQ (1× inverse).
CheckmarkValue prop
Adds a disciplined risk-off hedge to S&P 500 exposure: sits in cash when bonds lead and only shorts tech on momentum, delivering negative market beta for diversification. Note: out-of-sample returns were modestly negative with higher drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.15-0.350.13-0.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
689.33%14.05%1.2%6.23%0.85
Bear logic test
292.19%9.08%0.34%0.97%0.6
Initial Investment
$10,000.00
Final Value
$39,218.56
Regulatory Fees
$181.86
Total Slippage
$1,205.06
Invest in this strategy
OOS Start Date
Feb 9, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Bearish, tactical, momentum (rsi), trend filter (20-day ma), bonds vs equities, inverse etfs, nasdaq-100 short, cash/t-bills
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.

"Bear logic test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bear logic test" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bear logic test" has returned -1.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bear logic test" is 23.38%. 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 "Bear logic test", 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.