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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

Daily rotates between SPY (US stocks across all major sectors) and TLT (long‑term US Treasuries). Half follows a stock‑trend rule, half a “calm vs. bumpy” rule, so you can be 100% stocks, 50/50, or 100% bonds based on conditions.
NutHow it works
This strategy owns either SPY (broad US stocks) or TLT (long‑term US Treasury bonds). It splits your money in two: 1) Trend part: If SPY’s 100‑day average price is above its 150‑day average, hold SPY. If not, hold SPY only if today’s price is below its 5‑day average; otherwise hold TLT. 2) Calm/turbulent part: If the last 10 days’ ups and downs have been small, hold SPY; if they’ve been bumpy, hold TLT. It rebalances daily.
CheckmarkValue prop
Out-of-sample: stock/bond rotation aims for steadier gains with ~11.5% annualized return, 0.69 Sharpe, 0.96 beta, and ~18.8% max drawdown. Offers diversification and downside protection versus the S&P 500 in volatile markets.
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
1,182.3%11.37%6.16%5.09%0.66
Beat the SPY with Bonds - 20020726
3,525.39%16.36%6.16%5.09%1.04
Initial Investment
$10,000.00
Final Value
$362,538.72
Regulatory Fees
$442.65
Total Slippage
$2,944.70
Invest in this strategy
OOS Start Date
Nov 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, equity–bond rotation, trend-following, volatility filter, moving averages, 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 11.43%. 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.