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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

All-in ETF switcher that flips among QQQ, XLP, XLK, or an ETF that moves opposite the S&P 500 (SH) using three checks: bond vs anti‑Nasdaq momentum, the S&P 500’s 200‑day trend, and whether Nasdaq is short‑term “oversold.”
NutHow it works
- If long Treasuries (TLT) show stronger recent momentum than a fund that rises when Nasdaq falls (PSQ), buy QQQ (big tech). - Otherwise, if the S&P 500 (SPY) is above its 200‑day average, hold Consumer Staples (XLP). - If SPY is below that trend, buy Tech (XLK) only if a simple up‑vs‑down score (RSI) shows Nasdaq is “washed out” (<30); else hold an ETF that moves opposite the S&P 500 (SH).
CheckmarkValue prop
Out-of-sample, this rule-based ETF rotation offers diversification with lower beta (~0.73) and solid risk-adjusted performance: Sharpe 0.764, Calmar 0.652, 14.49% annualized vs SPY’s 19.58%, max drawdown 22.23% vs 18.76%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.460.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
717.91%11.25%9.27%4.88%0.64
Bond Baller | 29% APY 18.8% Max DD | Jan 1 2007
16,941.3%29.78%7.41%4.88%1.35
Initial Investment
$10,000.00
Final Value
$1,704,129.70
Regulatory Fees
$5,573.22
Total Slippage
$37,449.95
Invest in this strategy
OOS Start Date
Sep 3, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf rotation, rsi and trend filters, tech vs defensive tilt, inverse etf hedge
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
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 14.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.23%. 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.