Skip to Content
Symphonies
(Bobo) Bulls, Bears, and Bonds
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “Bulls vs Bears vs Bonds” switcher: surf uptrends with 3x tech/market ETFs, hide in cash/defensives when shaky, short in panics, and rotate bonds (TMF/TLT vs TMV) using trend, momentum, volatility, and drawdown signals.
NutHow it works
Daily, it measures: trend (price vs moving averages), recent speed (1–10 day gains/losses), choppiness/fear (volatility/VIX), and bond trend. Then it chooses a stance: - Bulls: ride uptrends with 3x tech/market ETFs (TQQQ, TECL, SOXL, UPRO) or QQQ. - Bears: short via inverse ETFs (SQQQ, SOXS, TECS, SPXU), use VIX funds (UVXY/VIXM), or go to defensives (UUP, GLD, XLP) or cash (SHV/BIL). - Bonds: own TMF/TLT or the inverse TMV. RSI = a 0–100 “hot/cold” score; high=overbought, low=oversold.
CheckmarkValue prop
Dynamic, rules-based regime-switching strategy that rides uptrends and hedges fear with Bulls/Bears/Bonds rotations. Out-of-sample: 14.8% annualized return, Sharpe 0.89, Calmar 0.74, diversified hedges offer solid risk-adjusted performance vs SPY’s higher raw gain.

Loading backtest data...

Invest in this strategy
OOS Start Date
Feb 17, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Regime-switching, multi-asset, leveraged etfs, inverse etfs, volatility hedging, bonds, trend/momentum, mean reversion
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 11.09%. 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.