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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
Today’s Change
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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, this rules-based strategy delivers higher risk-adjusted upside than the S&P 500: about 48% annualized vs 22%, with volatility guards and bear/bull regimes, using a 3x stock/3x bond barbell plus cash. Strong growth with built-in risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.311.650.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
657.65%13.73%2.19%5.01%0.83
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
194,953.96%61.83%4.25%15.45%1.47
Initial Investment
$10,000.00
Final Value
$19,505,396.38
Regulatory Fees
$33,735.71
Total Slippage
$217,451.51
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 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"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 toBIL, TQQQandUPRO. 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 48.28%. 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.