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Symphonies
Bond Movement vs Stock Movement (Framework)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based switch between US stocks and Treasuries. It compares recent trends and how “stretched” prices are, rotating among broad stocks (SPY/QQQ/DIA), tech, long/short-term Treasuries (TLT/IEF/BSV), defensive stocks (XLP/SPHD), and at times shorting or 3x tech.
NutHow it works
It’s a rulebook that flips between US stocks and Treasury bonds based on trends and how “stretched” prices look. - If tech just plunged, hold ~40% 3x Tech (TECL) and ~60% short‑term bonds (BSV). - Otherwise: if long Treasuries trend up, compare 60‑day stock vs bond returns to pick stocks (SPY/QQQ/DIA) or Treasuries (TLT/IEF), moving to bonds when stocks look overheated. - If Treasuries trend down and stocks are weak, hide in BSV or short Treasuries (TBF).
CheckmarkValue prop
Smart risk control with upside: out-of-sample max drawdown ~10% vs SPY ~19%, beta ~0.87, and Calmar ~1.78. Enjoy steadier, down-cycle resilience while keeping strong long-run exposure to the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 10, 2022
Trading Setting
Threshold 3%
Type
Stocks
Category
Tactical asset allocation, regime switching, trend-following, mean reversion, stocks vs bonds, us equities, us treasuries, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 18.23%. 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, crypto, and options.