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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. In offense, ride Nasdaq strength unless it looks overheated (then shift to volatility). In defense, rotate 40% into the best safe-haven assets and keep 60% in cash.
NutHow it works
It checks the last 60 days: if BND (US bonds) beat BIL (T-bills), it’s risk-on. Then check QQQ’s 10-day RSI (a heat gauge). If RSI > 80 (overheated), hold UVXY (VIX). Else hold TQQQ (3x Nasdaq-100). If BND didn’t beat BIL, go defensive: put 40% in the top 4 (by 30-day return) of UUP (US dollar), TMF/TMV (3x Treasuries long/short), DBC (commodities), UGL (2x gold), IEO (energy stocks), XLU (utilities), VIXM (VIX); keep 60% in cash.
CheckmarkValue prop
Out-of-sample edge: 40.56% annualized return vs ~27% for the S&P; Calmar ~0.82, Sharpe ~0.91. Dynamic regime switching rides Nasdaq uptrends (TQQQ) and hedges with 40% defensives. Higher upside, but larger drawdown risk.
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
681.5%15.36%0.54%-0.34%0.94
BIL vs BND
952,344.13%89.06%-0.69%-2.27%1.51
Initial Investment
$10,000.00
Final Value
$95,244,413.45
Regulatory Fees
$216,610.57
Total Slippage
$1,531,384.56
Invest in this strategy
OOS Start Date
Oct 25, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Regime switch, momentum, tactical allocation, leveraged etfs, volatility etps, bonds vs t-bills, safe-haven rotation
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BIL vs BND" has returned 35.68%. 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, and options.