Skip to Content
Symphonies
Bond Baller | 29% APY 18.8% Max DD | Jan 1 2007
Today’s Change
—

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

About

Own QQQ when Treasury strength beats the fear gauge (PSQ). Otherwise rotate to XLP, try XLK on oversold bounces, or hedge with SH. Two timeframes run in parallel and split the allocation. Bonds are signals only; holdings are QQQ/XLP/XLK/SH.
NutHow it works
It runs two parallel checklists and splits money 50/50. For each: if Treasury bonds (TLT or IEF) look stronger (by RSI—a 0–100 recent‑strength gauge) than an ETF that rises when the Nasdaq falls (PSQ), buy QQQ (Nasdaq‑100). Else: if the S&P 500 is above its 200‑day average, hold XLP (consumer staples). If below trend but tech is washed out (RSI<30), buy XLK (tech). Otherwise hedge with SH (inverse S&P 500).
CheckmarkValue prop
Two-sleeve, rules-based rotation among QQQ/XLK/XLP/SH using macro signals. Out-of-sample: Sharpe ~1.10, Calmar ~1.03, ~19.9% annualized vs SPY ~21.1%. Focused on risk-adjusted gains and regime resilience vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.510.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
688.5%11.12%-0.15%0.4%0.64
Bond Baller | 29% APY 18.8% Max DD | Jan 1 2007
16,020.64%29.63%0.65%1.64%1.39
Initial Investment
$10,000.00
Final Value
$1,612,064.17
Regulatory Fees
$4,385.24
Total Slippage
$29,479.45
Invest in this strategy
OOS Start Date
Aug 9, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, momentum/rsi, sector rotation, inverse etfs, risk-on/risk-off
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
State Street 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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.53%. 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, and options.