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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based rotation using 3x stock ETFs (UPRO/TQQQ), 3x long bonds (TMF), and T‑Bills (BIL). In calm uptrends it runs a 55/45 stocks‑bonds barbell; in rough markets it buys dips only, otherwise stays in cash‑like BIL.
NutHow it works
Each day it checks: 1) Is the market calm? 2) Are stocks trending stronger than short‑term Treasuries? 3) Has there been a fresh 5‑day dip? If calm and bullish, it runs a 55/45 mix of 3x stocks (UPRO/TQQQ) and 3x long bonds (TMF). If the backdrop is rough, it only buys 3x stocks after dips; otherwise it sits in T‑Bills (BIL).
CheckmarkValue prop
Out-of-sample upside: ~51% annualized return vs SPY ~23%, driven by a rules-based levered equity/bond barbell that buys dips and sits in cash in rough markets. Higher upside, but with larger drawdowns than the S&P.

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Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, momentum/rsi, buy-the-dip, risk-parity, volatility targeting, us equities, treasuries, daily rebalancing
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.

"Blend: V4 & V5 CFS + BBD, BHFEAR | BIL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Blend: V4 & V5 CFS + BBD, BHFEAR | BIL" is currently allocated toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Blend: V4 & V5 CFS + BBD, BHFEAR | BIL" has returned 51.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Blend: V4 & V5 CFS + BBD, BHFEAR | BIL" is 50.18%. 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 "Blend: V4 & V5 CFS + BBD, BHFEAR | BIL", 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.