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Symphonies
Beat the SPY with Bonds - 20020726
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switch between SPY (U.S. stocks) and TLT (long‑term Treasuries) using long‑/short‑term trend and recent volatility. When both rules agree it goes all‑in; when they don’t, it holds both. Aims to beat stocks with bond defense.
NutHow it works
Two rules choose between SPY (U.S. stocks) and TLT (long‑term U.S. Treasury bonds). Rule 1: If the 100‑day average price is above a 150‑day recently‑weighted average (EMA favors recent days), hold SPY; if not, hold SPY only on short‑term dips (price below its 5‑day average), otherwise TLT. Rule 2: If the last 10 days were calm (small swings), hold SPY; if choppy, hold TLT. If both agree it goes 100%; if not, it splits 50/50. Rebalanced daily.
CheckmarkValue prop
Two-asset SPY/TLT rotation with trend and volatility filters to capture stock upside while cushioning drawdowns. Daily rebalanced, disciplined risk controls aim for competitive risk-adjusted returns versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.730.760.87
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,126.92%11.22%0.54%-0.34%0.66
Beat the SPY with Bonds - 20020726
3,368.74%16.24%0.54%-0.35%1.03
Initial Investment
$10,000.00
Final Value
$346,873.55
Regulatory Fees
$442.59
Total Slippage
$2,944.70
Invest in this strategy
OOS Start Date
Nov 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, spy/tlt rotation, trend filter, volatility filter, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"Beat the SPY with Bonds - 20020726" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Beat the SPY with Bonds - 20020726" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Beat the SPY with Bonds - 20020726" has returned 8.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Beat the SPY with Bonds - 20020726" is 18.76%. 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 "Beat the SPY with Bonds - 20020726", 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.