Skip to Content
Symphonies
Bond Movement vs Stock Movement (Framework)
Today’s Change
—

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

About

A rules-based mix that toggles between US stocks and Treasuries using trend and “overbought/oversold” signals. Buys broad/tech stocks when uptrends are healthy, shifts to bonds when stocks overheat or bonds lead, and may short bonds in deep bond selloffs.
NutHow it works
Rule-based “stocks vs bonds” switcher. Step 1: if Nasdaq is washed out (RSI, a 0–100 recent‑move score, <31), take a small tech rebound (TECL 40%) and park the rest in short‑term bonds (BSV). Else use trends: price vs 200‑day and bond trends (long vs longer averages). If stocks lead and aren’t hot (RSI>60=hot), hold QQQ/SPY/DIA (big US stock funds); if hot or bonds lead, rotate to IEF/TLT (Treasury funds). In weak bonds + weak stocks, use SPHD/XLP/BSV or short bonds (TBF).
CheckmarkValue prop
Out-of-sample, this dynamic stocks-vs-bonds strategy offers strong upside with far less risk than the S&P 500: max drawdown ~10.2% vs ~18.8% for SPY, Calmar ~1.77, and ~18.1% annualized return.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.580.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
516.01%14.46%6.16%5.09%0.89
Bond Movement vs Stock Movement (Framework)
2,794.2%28.4%6.35%9.25%1.57
Initial Investment
$10,000.00
Final Value
$289,420.28
Regulatory Fees
$1,170.36
Total Slippage
$7,703.57
Invest in this strategy
OOS Start Date
Dec 10, 2022
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, risk-on/risk-off, us stocks, us treasuries, defensive rotation, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPHD
Invesco S&P 500 High Dividend Low Volatility ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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, SPYandDIA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.21%. 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.