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Symphonies
Bond Baller | 29% APY 18.8% Max DD | Jan 1 2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based, risk-on/risk-off rotation. Own QQQ when Treasuries look strong vs “short Nasdaq.” Otherwise rotate to staples (XLP), oversold tech (XLK), or an inverse S&P hedge (SH) based on trend. Heavy tech/staples exposure.
NutHow it works
It asks two questions: Are Treasury bond funds (TLT, IEF) showing stronger recent momentum than “short Nasdaq” (PSQ)? If yes, own QQQ (big tech). It blends two such tests. If not: If the S&P 500 (SPY) is in an uptrend, hold XLP (everyday‑goods stocks). If in a downtrend: if tech looks washed out, buy XLK (tech) for a bounce; otherwise hold SH (inverse S&P).
CheckmarkValue prop
Dynamic, rules-based rotation that diversifies beyond SPY. Treasury momentum and trend signals tilt to QQQ in growth regimes and to XLP/SH in downturns, delivering an out-of-sample Sharpe ~1.06 and Calmar ~0.99 over 895 days.

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Invest in this strategy
OOS Start Date
Aug 9, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf rotation,risk-on/risk-off,momentum (rsi),trend following (200-day),sector rotation,inverse etfs,bond-led signals
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.23%. 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 the symphony, 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.