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Symphonies
BIL vs BND
Today’s Change
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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 annualized return 36.3% vs 27.2% for the S&P, driven by a macro regime switch and dynamic offense/defense. Higher upside with a disciplined risk framework—though drawdowns can be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.491.710.320.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
693.37%15.63%2.19%5.01%0.95
BIL vs BND
925,415.47%89.75%-3.56%3.44%1.51
Initial Investment
$10,000.00
Final Value
$92,551,547.41
Regulatory Fees
$208,138.01
Total Slippage
$1,470,975.56
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 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEO
iShares U.S. Oil & Gas Exploration & Production ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UGL
ProShares Ultra Gold
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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.

"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 toUUP, DBC, UGLandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BIL vs BND" has returned 36.30%. 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.