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Symphonies
BIL vs BND
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between offense and defense using bonds vs T-bills. On offense it rides tech with TQQQ unless QQQ looks overheated (RSI>80), then it plays for a volatility jump (UVXY). On defense it puts 40% in the 4 strongest havens; 60% in cash.
NutHow it works
It checks 60-day gains of BND (broad bonds) vs BIL (T-bills/cash). If bonds beat cash: go on offense—buy TQQQ (3x Nasdaq-100) unless QQQ’s 10-day RSI (a too-hot meter) >80, then buy UVXY (volatility spike bet). If bonds lag: go defensive—put 40% into the 4 best of UUP (US dollar), TMF/TMV (3x long/short long Treasuries), DBC (commodities), UGL (2x gold), IEO (oil & gas), XLU (utilities), VIXM (volatility). Rest stays in cash.
CheckmarkValue prop
Out-of-sample: ~41.7% annual return vs ~28% for the S&P, via macro regime filters and tactical levers (TQQQ/UVXY) with defense. Sharpe ~0.92 vs ~1.61 for S&P; max drawdown ~50% (higher risk, higher upside).

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Invest in this strategy
OOS Start Date
Oct 25, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation,momentum,risk-on/risk-off,leveraged etfs,volatility,global macro,bonds vs cash
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.

"BIL vs BND" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BIL vs BND" is currently allocated toIEO, DBC, UGLandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BIL vs BND" has returned 41.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BIL vs BND" is 49.74%. 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 "BIL vs BND", 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.