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Symphonies
(Bobo) Bulls, Bears, and Bonds
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A signal-driven, three-bucket tactical strategy that rotates among leveraged longs (Bulls), inverse/volatility hedges (Bears), and bonds (defense), selecting one winner from each bucket using momentum and risk rules for a dynamic, potentially high-upside, risk-controlled portfolio.
NutHow it works
The system splits assets into Bulls (long bets), Bears (short/hedges), and Bonds (defensive). Each bucket scans a set of ETFs, scores them on momentum, volatility, and trend signals, and picks one winner per bucket (via rotators). Exposures are allocated with equal cash-weighting across chosen assets, and risk controls (RSI, moving averages, max drawdown, volatility) govern when to flip into hedges or defensive bonds. It’s a fast-rotating, signal-driven, three-pronged tactical approach rather than a static, long-only portfolio.
CheckmarkValue prop
Three-bucket, signal-driven strategy rotates Bulls, Bears, and Bonds to chase upside with hedging and a bond backbone. Out-of-sample: 14.8% annualized return, Sharpe ~0.89, Calmar ~0.74, beta ~0.74—offers diversified, risk-controlled exposure versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.370.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
517.67%14.3%-1.77%0.2%0.88
(Bobo) Bulls, Bears, and Bonds
20,917.05%48.06%-4.31%-2.22%2.6
Initial Investment
$10,000.00
Final Value
$2,101,705.13
Regulatory Fees
$8,356.99
Total Slippage
$51,930.84
Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Quantitative strategy, leveraged etfs, tactical allocation, momentum & risk controls, bond/defense overlay
Tickers in this symphonyThis symphony trades 48 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
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.

"(Bobo) Bulls, Bears, and Bonds" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"(Bobo) Bulls, Bears, and Bonds" is currently allocated toUPRO, BSV, SOXL, TMF, SVXY, UUP, DBC, BTAL, TQQQ, SHV, SOXS, GLD, TMV, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "(Bobo) Bulls, Bears, and Bonds" has returned 11.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "(Bobo) Bulls, Bears, and Bonds" is 19.91%. 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 "(Bobo) Bulls, Bears, and Bonds", 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.